+129.4%
LITE vs JD
-6.7%
+136.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.5% | +13.2% | +10.2% |
| 7D | -12.9% | +7.9% | -20.8% | -11.8% |
| 30D | -46.0% | +4.8% | -50.7% | -45.3% |
| 3M | -33.0% | -13.9% | -19.1% | -31.9% |
| 6M | -34.0% | -5.8% | -28.2% | -32.4% |
| YTD | +61.7% | +2.4% | +59.3% | +68.9% |
| All | +129.4% | -6.7% | +136.1% | +168.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling