+1,533.3%
LITE vs JD
+31.7%
+1,501.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.5% | +13.2% | +11.3% |
| 7D | -12.9% | +7.9% | -20.8% | -14.9% |
| 30D | -46.0% | +4.8% | -50.7% | -46.9% |
| 3M | -33.0% | -13.9% | -19.1% | -30.9% |
| 6M | -34.0% | -5.8% | -28.2% | -33.8% |
| YTD | +61.7% | +2.4% | +59.3% | +57.4% |
| 1Y | +148.3% | -7.5% | +155.8% | +148.6% |
| 3Y | +1,408.5% | +20.9% | +1,387.6% | +1,232.8% |
| 5Y | +546.2% | -58.0% | +604.2% | +605.8% |
| 10Y | +1,533.3% | +28.9% | +1,504.4% | +930.7% |
| All | +1,533.3% | +31.7% | +1,501.6% | +930.7% |
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