+3,586.8%
LITE vs JD
-10.7%
+3,597.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.0% | -10.9% | -8.6% |
| 7D | -31.4% | +9.0% | -40.4% | -33.0% |
| 30D | -42.6% | +5.2% | -47.8% | -43.4% |
| 3M | -26.2% | -15.9% | -10.3% | -23.5% |
| 6M | -35.8% | -7.7% | -28.1% | -35.1% |
| YTD | +70.0% | +0.1% | +70.0% | +67.2% |
| 1Y | +232.7% | -9.7% | +242.5% | +236.1% |
| 3Y | +1,365.7% | +12.9% | +1,352.8% | +1,241.8% |
| 5Y | +609.5% | -60.6% | +670.1% | +681.3% |
| 10Y | +1,721.9% | +28.4% | +1,693.6% | +1,300.1% |
| All | +3,586.8% | -10.7% | +3,597.5% | +2,376.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling