+443.8%
LLY vs JD
-58.0%
+501.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.8% |
| 7D | -4.5% | +13.4% | -17.8% | -4.6% |
| 30D | +13.9% | +7.7% | +6.2% | +13.8% |
| 3M | +13.8% | -11.3% | +25.0% | +13.8% |
| 6M | +37.6% | -5.1% | +42.8% | +37.7% |
| YTD | +26.6% | +5.0% | +21.6% | +26.6% |
| 1Y | +45.3% | -5.6% | +51.0% | +45.3% |
| 3Y | +132.2% | +17.8% | +114.5% | +132.9% |
| All | +443.8% | -58.0% | +501.8% | +437.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling