+445.2%
LOW vs JD
+48.3%
+396.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -1.7% | -1.7% | -0.1% | -1.5% |
| 30D | -7.0% | -13.2% | +6.1% | -5.2% |
| 3M | -0.9% | -3.2% | +2.3% | -0.6% |
| 6M | -20.1% | +15.2% | -35.3% | -22.0% |
| YTD | -13.9% | +2.0% | -15.9% | -14.6% |
| 1Y | -21.1% | -5.4% | -15.8% | -21.1% |
| 3Y | -6.6% | -9.1% | +2.5% | -8.8% |
| 5Y | +9.4% | -59.6% | +69.0% | +15.0% |
| 10Y | +220.5% | +26.2% | +194.3% | +160.5% |
| All | +445.2% | +48.3% | +396.9% | +332.1% |
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