+2,331.0%
LITE vs JD
+25.4%
+2,305.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.5% |
| 7D | -1.5% | -1.7% | +0.1% | -1.1% |
| 30D | +6.7% | -13.2% | +19.8% | +10.6% |
| 3M | -6.8% | -3.2% | -3.6% | -6.5% |
| 6M | +29.4% | +15.2% | +14.2% | +23.1% |
| YTD | +139.1% | +2.0% | +137.1% | +134.5% |
| 1Y | +521.0% | -5.4% | +526.4% | +522.0% |
| 3Y | +1,535.3% | -9.1% | +1,544.4% | +1,474.8% |
| 5Y | +889.8% | -59.6% | +949.4% | +995.8% |
| All | +2,331.0% | +25.4% | +2,305.6% | +1,462.4% |
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