+1,402.3%
LITE vs JD
+31.9%
+1,370.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.0% | +5.2% |
| 7D | -35.9% | +13.4% | -49.3% | -38.3% |
| 30D | -51.5% | +7.7% | -59.2% | -52.7% |
| 3M | -35.7% | -11.3% | -24.5% | -34.2% |
| 6M | -43.0% | -5.1% | -37.8% | -42.8% |
| YTD | +46.1% | +5.0% | +41.1% | +41.3% |
| 1Y | +124.7% | -5.6% | +130.4% | +124.0% |
| 3Y | +1,172.1% | +17.8% | +1,154.3% | +1,034.1% |
| 5Y | +477.0% | -57.2% | +534.2% | +527.7% |
| All | +1,402.3% | +31.9% | +1,370.4% | +844.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling