+332.6%
LHX vs JD
+48.3%
+284.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.8% |
| 7D | -2.0% | -1.7% | -0.3% | -1.8% |
| 30D | -9.9% | -13.2% | +3.2% | -9.1% |
| 3M | -16.5% | -3.2% | -13.3% | -16.3% |
| 6M | -29.6% | +15.2% | -44.8% | -30.5% |
| YTD | -11.6% | +2.0% | -13.5% | -11.9% |
| 1Y | -4.1% | -5.4% | +1.3% | -4.1% |
| 3Y | +53.3% | -9.1% | +62.4% | +51.3% |
| 5Y | +22.3% | -59.6% | +81.9% | +25.6% |
| 10Y | +231.9% | +26.2% | +205.6% | +174.2% |
| All | +332.6% | +48.3% | +284.3% | +249.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling