+2,293.5%
LLY vs JD
+48.3%
+2,245.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -2.1% | -1.7% | -0.5% | -2.0% |
| 30D | -1.6% | -13.2% | +11.5% | -0.7% |
| 3M | +2.3% | -3.2% | +5.5% | +2.4% |
| 6M | +14.9% | +15.2% | -0.3% | +13.7% |
| YTD | +7.5% | +2.0% | +5.5% | +7.1% |
| 1Y | +55.7% | -5.4% | +61.1% | +55.8% |
| 3Y | +110.6% | -9.1% | +119.7% | +108.1% |
| 5Y | +363.4% | -59.6% | +423.0% | +376.2% |
| 10Y | +1,649.0% | +26.2% | +1,622.7% | +1,387.5% |
| All | +2,293.5% | +48.3% | +2,245.2% | +1,928.5% |
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 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