+153.1%
JPM vs LII
-8.2%
+161.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | +3.5% | +2.9% | +0.6% | +2.9% |
| 30D | +3.3% | +0.9% | +2.3% | +2.8% |
| 3M | -4.2% | -15.5% | +11.3% | -1.0% |
| 6M | +16.4% | -30.2% | +46.6% | +24.3% |
| YTD | +9.5% | -26.8% | +36.4% | +15.0% |
| 1Y | +14.0% | -25.3% | +39.3% | +19.2% |
| 3Y | +153.1% | -7.8% | +160.8% | +151.1% |
| All | +153.1% | -8.2% | +161.2% | +151.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling