+1,103.8%
LITE vs JD
+14.9%
+1,088.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +3.3% | -22.0% | -19.3% |
| 7D | -44.6% | +11.7% | -56.3% | -46.0% |
| 30D | -55.0% | +8.1% | -63.1% | -55.9% |
| 3M | -38.3% | -12.0% | -26.3% | -36.8% |
| 6M | -48.8% | -3.5% | -45.2% | -48.7% |
| YTD | +38.3% | +3.3% | +34.9% | +35.3% |
| 1Y | +119.0% | -7.4% | +126.4% | +120.8% |
| All | +1,103.8% | +14.9% | +1,088.9% | +981.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling