+423.0%
LMT vs JD
+48.6%
+374.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.8% | +2.6% |
| 7D | -5.6% | +5.2% | -10.8% | -5.9% |
| 30D | +18.4% | +4.5% | +13.9% | +18.0% |
| 3M | +0.6% | -15.4% | +16.0% | +1.5% |
| 6M | +20.6% | -6.0% | +26.6% | +20.8% |
| YTD | +27.0% | +2.2% | +24.8% | +26.5% |
| 1Y | +36.9% | -6.7% | +43.5% | +37.0% |
| 3Y | +46.9% | +20.5% | +26.3% | +42.8% |
| 5Y | +104.2% | -58.4% | +162.6% | +109.5% |
| 10Y | +205.2% | +32.5% | +172.8% | +162.2% |
| All | +423.0% | +48.6% | +374.4% | +346.3% |
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