+153.1%
JPM vs LIN
+37.9%
+115.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +3.5% | +2.1% | +1.4% | +2.7% |
| 30D | +3.3% | +6.8% | -3.5% | +0.7% |
| 3M | -4.2% | +10.4% | -14.6% | -7.8% |
| 6M | +16.4% | +3.2% | +13.2% | +14.8% |
| YTD | +9.5% | +24.6% | -15.1% | -1.8% |
| 1Y | +14.0% | +24.4% | -10.4% | +2.3% |
| 3Y | +153.1% | +36.7% | +116.3% | +125.0% |
| All | +153.1% | +37.9% | +115.2% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling