+227.5%
LOW vs JBL
+1,558.3%
-1,330.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -1.5% |
| 7D | -3.7% | +2.4% | -6.2% | -4.5% |
| 30D | -8.9% | -13.1% | +4.2% | -5.1% |
| 3M | -10.4% | -15.6% | +5.2% | -6.8% |
| 6M | -19.4% | +24.6% | -44.0% | -27.2% |
| YTD | -17.1% | +39.6% | -56.7% | -28.5% |
| 1Y | -26.3% | +48.6% | -74.9% | -38.4% |
| 3Y | -9.9% | +197.3% | -207.1% | -46.0% |
| 5Y | +6.1% | +413.0% | -406.9% | -51.4% |
| All | +227.5% | +1,558.3% | -1,330.8% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 10y: compounded portfolio wealth divided by compounded JBL 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…
10y analysis · Full analysis span regression · 6 months rolling