+2,049.9%
LLY vs JD
+31.1%
+2,018.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.4% |
| 7D | +1.4% | +0.4% | +0.9% | +1.3% |
| 30D | +21.5% | +4.2% | +17.3% | +21.2% |
| 3M | +18.5% | -12.8% | +31.2% | +19.2% |
| 6M | +49.1% | -8.8% | +57.9% | +49.6% |
| YTD | +34.4% | +0.5% | +33.9% | +34.1% |
| 1Y | +46.3% | -8.8% | +55.1% | +46.7% |
| 3Y | +145.5% | +18.6% | +126.9% | +139.5% |
| 5Y | +472.7% | -62.2% | +534.9% | +494.2% |
| 10Y | +2,049.9% | +32.2% | +2,017.7% | +1,916.1% |
| All | +2,049.9% | +31.1% | +2,018.9% | +1,916.1% |
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