+506.0%
JPM vs LIN
+430.8%
+75.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.7% | +7.6% | -4.8% | -2.0% |
| 3M | -3.8% | +6.5% | -10.4% | -7.9% |
| 6M | +14.3% | +6.2% | +8.1% | +9.1% |
| YTD | +8.2% | +23.2% | -15.0% | -7.0% |
| 1Y | +11.0% | +25.4% | -14.4% | -5.9% |
| 3Y | +152.7% | +38.3% | +114.4% | +97.6% |
| 5Y | +130.8% | +64.4% | +66.4% | +56.4% |
| 10Y | +506.0% | +417.3% | +88.7% | +99.3% |
| All | +506.0% | +430.8% | +75.2% | +99.3% |
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