+190.4%
LMT vs JD
+31.5%
+158.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.4% |
| 7D | +5.1% | -4.1% | +9.2% | +5.3% |
| 30D | +14.1% | +4.6% | +9.5% | +13.8% |
| 3M | +0.3% | -4.7% | +5.0% | +0.5% |
| 6M | +16.1% | -17.4% | +33.5% | +17.0% |
| YTD | +25.5% | +0.7% | +24.8% | +25.2% |
| 1Y | +34.1% | -5.9% | +40.0% | +34.2% |
| 3Y | +45.1% | +18.9% | +26.2% | +41.6% |
| 5Y | +100.9% | -62.9% | +163.9% | +110.6% |
| All | +190.4% | +31.5% | +158.9% | +144.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling