+481.0%
JPM vs LIN
+418.8%
+62.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | +2.7% | +8.0% | -5.3% | -2.3% |
| 3M | -4.7% | +7.7% | -12.4% | -9.3% |
| 6M | +15.6% | +5.1% | +10.5% | +11.1% |
| YTD | +8.6% | +24.7% | -16.1% | -7.4% |
| 1Y | +10.9% | +25.1% | -14.2% | -5.8% |
| 3Y | +149.9% | +36.8% | +113.1% | +97.0% |
| 5Y | +131.9% | +67.9% | +64.1% | +55.0% |
| 10Y | +481.0% | +427.2% | +53.8% | +91.8% |
| All | +481.0% | +418.8% | +62.2% | +91.8% |
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