+33.6%
LMT vs JD
-4.6%
+38.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -6.3% | -1.7% | -4.6% | -6.2% |
| 30D | -8.5% | -13.2% | +4.7% | -8.4% |
| 3M | +1.8% | -3.2% | +5.0% | +1.9% |
| 6M | -19.9% | +15.2% | -35.2% | -20.0% |
| YTD | +10.6% | +2.0% | +8.6% | +10.5% |
| 1Y | +17.9% | -5.4% | +23.3% | +17.9% |
| All | +33.6% | -4.6% | +38.2% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling