+1,283.5%
JPM vs LII
+2,796.3%
-1,512.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.4% |
| 7D | +0.4% | -1.2% | +1.6% | +1.0% |
| 30D | +2.7% | -2.0% | +4.7% | +3.1% |
| 3M | -3.8% | -20.2% | +16.4% | +4.6% |
| 6M | +14.3% | -32.5% | +46.9% | +30.7% |
| YTD | +8.2% | -27.4% | +35.6% | +18.8% |
| 1Y | +11.0% | -28.2% | +39.1% | +22.2% |
| 3Y | +152.7% | -7.2% | +159.9% | +139.1% |
| 5Y | +130.8% | +19.9% | +110.9% | +89.1% |
| 10Y | +506.0% | +168.6% | +337.3% | +238.4% |
| All | +1,283.5% | +2,796.3% | -1,512.8% | +179.9% |
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