+3,549.0%
LRCX vs JD
+20.6%
+3,528.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -3.1% | -4.2% | +1.2% | -1.8% |
| 30D | -8.6% | -14.4% | +5.8% | -4.3% |
| 3M | -17.7% | -3.6% | -14.1% | -17.6% |
| 6M | +36.4% | -0.3% | +36.7% | +34.6% |
| YTD | +74.5% | -2.4% | +76.9% | +73.2% |
| 1Y | +159.4% | -18.5% | +178.0% | +172.8% |
| 3Y | +361.6% | -7.0% | +368.6% | +336.9% |
| 5Y | +425.2% | -61.7% | +486.9% | +515.7% |
| All | +3,549.0% | +20.6% | +3,528.4% | +2,467.7% |
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