+133.8%
LTH vs JAAA
+26.8%
+107.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | -0.1% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -5.3% | +0.5% | -5.8% | -6.2% |
| 3M | +19.0% | +1.3% | +17.7% | +16.4% |
| 6M | +55.8% | +2.8% | +53.0% | +48.4% |
| YTD | +56.1% | +3.3% | +52.9% | +47.7% |
| 1Y | +41.3% | +4.9% | +36.3% | +30.4% |
| 3Y | +156.6% | +19.0% | +137.7% | +124.7% |
| All | +133.8% | +26.8% | +107.0% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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