+6.4%
LVS vs JBL
+409.3%
-402.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | -1.1% |
| 7D | -3.5% | +2.4% | -5.9% | -4.3% |
| 30D | -6.2% | -13.1% | +6.9% | -2.2% |
| 3M | -14.8% | -15.6% | +0.8% | -11.1% |
| 6M | -20.9% | +24.6% | -45.4% | -30.0% |
| YTD | -33.0% | +39.6% | -72.6% | -43.8% |
| 1Y | -20.0% | +48.6% | -68.6% | -35.2% |
| 3Y | -6.9% | +197.3% | -204.2% | -50.4% |
| All | +6.4% | +409.3% | -402.9% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling