+1,670.7%
LITE vs JD
+31.1%
+1,639.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.6% | +12.3% | +11.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.0% |
| 30D | -34.9% | +4.2% | -39.1% | -36.0% |
| 3M | -21.0% | -12.8% | -8.3% | -18.8% |
| 6M | -38.5% | -8.8% | -29.7% | -37.7% |
| YTD | +75.8% | +0.5% | +75.3% | +71.8% |
| 1Y | +156.7% | -8.8% | +165.4% | +157.9% |
| 3Y | +1,498.6% | +18.6% | +1,480.0% | +1,319.0% |
| 5Y | +610.9% | -62.2% | +673.2% | +707.1% |
| 10Y | +1,670.7% | +32.2% | +1,638.4% | +1,013.6% |
| All | +1,670.7% | +31.1% | +1,639.6% | +1,013.6% |
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