+25.9%
LMT vs JD
-9.8%
+35.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.0% | -9.9% | -7.0% |
| 7D | -5.5% | +9.0% | -14.5% | -6.0% |
| 30D | +17.5% | +5.2% | +12.3% | +17.1% |
| 3M | +1.6% | -15.9% | +17.5% | +3.4% |
| 6M | +16.3% | -7.7% | +24.0% | +17.0% |
| YTD | +25.3% | +0.1% | +25.2% | +24.4% |
| 1Y | +25.9% | -9.7% | +35.6% | +22.2% |
| All | +25.9% | -9.8% | +35.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling