+206.5%
LMT vs JD
+31.1%
+175.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | +19.2% | +4.2% | +14.9% | +18.9% |
| 3M | +2.7% | -12.8% | +15.4% | +3.3% |
| 6M | +20.6% | -8.8% | +29.4% | +21.0% |
| YTD | +28.4% | +0.5% | +27.9% | +28.1% |
| 1Y | +36.9% | -8.8% | +45.7% | +37.2% |
| 3Y | +48.5% | +18.6% | +30.0% | +45.0% |
| 5Y | +107.6% | -62.2% | +169.9% | +116.9% |
| 10Y | +206.5% | +32.2% | +174.3% | +161.6% |
| All | +206.5% | +31.1% | +175.4% | +161.6% |
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