+98.8%
LMT vs JD
-58.0%
+156.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.7% |
| 7D | -8.5% | +7.9% | -16.5% | -8.4% |
| 30D | +15.4% | +4.8% | +10.7% | +15.5% |
| 3M | +0.7% | -13.9% | +14.6% | +0.5% |
| 6M | +17.6% | -5.8% | +23.4% | +17.6% |
| YTD | +23.8% | +2.4% | +21.4% | +23.9% |
| 1Y | +31.6% | -7.5% | +39.2% | +31.5% |
| 3Y | +44.0% | +20.9% | +23.1% | +46.0% |
| 5Y | +98.8% | -58.0% | +156.9% | +102.6% |
| All | +98.8% | -58.0% | +156.8% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling