-29.4%
JL price history and return analytics
+61.3%
-90.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.7% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -8.6% | -0.7% | -7.9% | -8.5% |
| 3M | -23.3% | +4.0% | -27.3% | -23.3% |
| 6M | +6.7% | +12.3% | -5.6% | +7.4% |
| YTD | -21.5% | +14.0% | -35.5% | -20.3% |
| 1Y | -16.2% | +20.3% | -36.5% | -13.5% |
| All | -29.4% | +61.3% | -90.6% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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