-3.3%
LVS vs JBL
+1,558.3%
-1,561.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -1.6% |
| 7D | -3.5% | +2.4% | -5.9% | -4.5% |
| 30D | -6.2% | -13.1% | +6.9% | -1.1% |
| 3M | -14.8% | -15.6% | +0.8% | -10.3% |
| 6M | -20.9% | +24.6% | -45.4% | -31.4% |
| YTD | -33.0% | +39.6% | -72.6% | -45.5% |
| 1Y | -20.0% | +48.6% | -68.6% | -37.5% |
| 3Y | -6.9% | +197.3% | -204.2% | -53.1% |
| 5Y | +9.1% | +413.0% | -403.9% | -60.5% |
| All | -3.3% | +1,558.3% | -1,561.6% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling