+392.1%
LRCX vs JD
-6.1%
+398.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.2% | +4.6% |
| 7D | +10.4% | -0.8% | +11.2% | +10.6% |
| 30D | +2.9% | -16.0% | +19.0% | +6.8% |
| 3M | -1.2% | -3.2% | +2.0% | -1.3% |
| 6M | +60.9% | +6.1% | +54.8% | +56.8% |
| YTD | +87.5% | -0.1% | +87.7% | +85.4% |
| 1Y | +206.6% | -12.7% | +219.4% | +213.5% |
| 3Y | +392.1% | -6.3% | +398.4% | +386.1% |
| All | +392.1% | -6.1% | +398.2% | +386.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling