+233.8%
LOW vs JD
+14.7%
+219.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.7% |
| 7D | -0.6% | -3.0% | +2.4% | -0.2% |
| 30D | -9.3% | -19.3% | +10.1% | -6.4% |
| 3M | -8.1% | -6.0% | -2.0% | -7.4% |
| 6M | -19.8% | +1.8% | -21.5% | -20.3% |
| YTD | -16.4% | -2.6% | -13.8% | -16.5% |
| 1Y | -24.7% | -17.4% | -7.2% | -23.1% |
| 3Y | -8.8% | -8.6% | -0.2% | -11.2% |
| 5Y | +7.8% | -61.6% | +69.4% | +15.1% |
| 10Y | +233.8% | +16.9% | +217.0% | +169.9% |
| All | +233.8% | +14.7% | +219.1% | +169.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling