+19.2%
LHX vs JD
-60.9%
+80.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -2.1% |
| 7D | -3.7% | -3.0% | -0.7% | -3.7% |
| 30D | -13.2% | -19.3% | +6.2% | -12.9% |
| 3M | -18.4% | -6.0% | -12.3% | -18.3% |
| 6M | -32.0% | +1.8% | -33.7% | -32.0% |
| YTD | -13.6% | -2.6% | -11.1% | -13.7% |
| 1Y | -6.0% | -17.4% | +11.5% | -5.9% |
| 3Y | +57.9% | -8.6% | +66.6% | +58.0% |
| 5Y | +19.2% | -61.6% | +80.8% | +20.1% |
| All | +19.2% | -60.9% | +80.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling