-31.8%
LVS vs JBL
+20.8%
-52.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.8% | +11.3% | +6.7% |
| 7D | +13.4% | -11.1% | +24.5% | +14.0% |
| 30D | +12.2% | -14.1% | +26.3% | +13.0% |
| 3M | -10.7% | -23.9% | +13.2% | -9.5% |
| 6M | -19.8% | -24.1% | +4.3% | -19.8% |
| YTD | -35.8% | +13.5% | -49.3% | -40.8% |
| 1Y | -31.8% | +23.7% | -55.5% | -38.1% |
| All | -31.8% | +20.8% | -52.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling