+1,321.8%
LITE vs JD
+29.8%
+1,291.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +3.3% | -22.0% | -19.5% |
| 7D | -44.6% | +11.7% | -56.3% | -46.4% |
| 30D | -55.0% | +8.1% | -63.1% | -56.2% |
| 3M | -38.3% | -12.0% | -26.3% | -36.7% |
| 6M | -48.8% | -3.5% | -45.2% | -48.9% |
| YTD | +38.3% | +3.3% | +34.9% | +34.3% |
| 1Y | +119.0% | -7.4% | +126.4% | +119.4% |
| 3Y | +1,092.0% | +16.6% | +1,075.4% | +965.2% |
| 5Y | +446.1% | -57.9% | +503.9% | +496.4% |
| All | +1,321.8% | +29.8% | +1,291.9% | +797.7% |
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