+23.0%
JPM vs LII
-32.7%
+55.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.2% |
| 7D | -0.4% | +2.1% | -2.5% | -0.8% |
| 30D | -1.1% | -12.4% | +11.3% | +1.2% |
| 3M | +14.1% | -24.8% | +38.9% | +19.5% |
| 6M | +23.3% | -25.2% | +48.5% | +28.2% |
| YTD | +11.3% | -20.3% | +31.5% | +14.4% |
| 1Y | +23.0% | -32.9% | +55.9% | +25.8% |
| All | +23.0% | -32.7% | +55.7% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling