+1,252.8%
JPM vs LII
+2,734.1%
-1,481.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.1% |
| 7D | -0.8% | -0.6% | -0.1% | -0.5% |
| 30D | +1.5% | -4.6% | +6.1% | +2.9% |
| 3M | -5.7% | -21.2% | +15.6% | +3.1% |
| 6M | +7.2% | -36.4% | +43.7% | +25.7% |
| YTD | +5.8% | -28.9% | +34.7% | +17.2% |
| 1Y | +8.8% | -29.5% | +38.3% | +20.8% |
| 3Y | +147.4% | -8.6% | +156.0% | +135.4% |
| 5Y | +125.3% | +20.2% | +105.1% | +84.2% |
| 10Y | +540.5% | +166.2% | +374.3% | +258.9% |
| All | +1,252.8% | +2,734.1% | -1,481.4% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling