+521.1%
JPM vs LIN
+424.3%
+96.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +1.5% | +6.5% | -5.0% | -2.6% |
| 3M | -5.7% | +5.5% | -11.1% | -9.1% |
| 6M | +7.2% | +3.3% | +3.9% | +4.2% |
| YTD | +5.8% | +22.0% | -16.2% | -8.6% |
| 1Y | +8.8% | +25.7% | -17.0% | -8.0% |
| 3Y | +147.4% | +36.2% | +111.2% | +95.3% |
| 5Y | +125.3% | +66.1% | +59.3% | +51.3% |
| All | +521.1% | +424.3% | +96.8% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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