+110.2%
LLY vs JD
-8.1%
+118.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -2.1% | -1.7% | -0.5% | -2.1% |
| 30D | -1.6% | -13.2% | +11.5% | -1.4% |
| 3M | +2.3% | -3.2% | +5.5% | +2.4% |
| 6M | +14.9% | +15.2% | -0.3% | +14.8% |
| YTD | +7.5% | +2.0% | +5.5% | +7.5% |
| 1Y | +55.7% | -5.4% | +61.1% | +55.8% |
| All | +110.2% | -8.1% | +118.3% | +107.5% |
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