+75.2%
LMT vs JD
-62.5%
+137.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | -2.6% | +2.1% | -0.5% |
| 30D | -10.8% | -15.4% | +4.6% | -10.9% |
| 3M | +1.6% | -5.0% | +6.6% | +1.6% |
| 6M | -17.6% | +0.9% | -18.5% | -17.5% |
| YTD | +11.6% | -2.5% | +14.1% | +11.6% |
| 1Y | +17.2% | -16.0% | +33.3% | +17.0% |
| 3Y | +35.7% | -8.5% | +44.3% | +36.6% |
| 5Y | +75.2% | -61.8% | +137.0% | +82.8% |
| All | +75.2% | -62.5% | +137.7% | +82.8% |
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