+2,742.0%
LLY vs JD
+50.3%
+2,691.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.0% | -4.0% |
| 7D | -0.7% | +11.7% | -12.4% | -1.4% |
| 30D | +17.9% | +8.1% | +9.8% | +17.3% |
| 3M | +16.8% | -12.0% | +28.8% | +17.7% |
| 6M | +38.4% | -3.5% | +41.9% | +38.6% |
| YTD | +27.6% | +3.3% | +24.3% | +27.1% |
| 1Y | +48.3% | -7.4% | +55.8% | +48.7% |
| 3Y | +145.4% | +16.6% | +128.8% | +138.0% |
| 5Y | +438.9% | -57.9% | +496.8% | +452.2% |
| 10Y | +2,101.6% | +32.6% | +2,069.0% | +1,761.8% |
| All | +2,742.0% | +50.3% | +2,691.7% | +2,305.8% |
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 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