+593.6%
JPM vs LII
+171.4%
+422.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -0.2% | -12.6% | +12.4% | +4.5% |
| 3M | +15.9% | -24.4% | +40.3% | +25.9% |
| 6M | +20.9% | -28.7% | +49.6% | +33.5% |
| YTD | +12.9% | -19.1% | +32.0% | +18.4% |
| 1Y | +20.3% | -29.7% | +50.0% | +32.0% |
| 3Y | +160.9% | +4.8% | +156.2% | +132.8% |
| 5Y | +154.8% | +24.6% | +130.3% | +105.3% |
| All | +593.6% | +171.4% | +422.1% | +312.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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