+355.5%
LMT vs JD
+48.3%
+307.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.8% |
| 3M | +1.8% | -3.2% | +5.0% | +2.0% |
| 6M | -19.9% | +15.2% | -35.2% | -20.7% |
| YTD | +10.6% | +2.0% | +8.6% | +10.3% |
| 1Y | +17.9% | -5.4% | +23.3% | +18.0% |
| 3Y | +27.0% | -9.1% | +36.1% | +25.7% |
| 5Y | +68.7% | -59.6% | +128.3% | +73.5% |
| 10Y | +181.1% | +26.2% | +154.8% | +142.4% |
| All | +355.5% | +48.3% | +307.2% | +289.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling