+163.8%
JPM vs LIN
+27.3%
+136.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | +0.3% | -2.1% | +2.4% | +1.1% |
| 30D | -0.2% | -2.4% | +2.3% | +0.8% |
| 3M | +15.9% | -5.6% | +21.5% | +18.2% |
| 6M | +20.9% | -3.4% | +24.3% | +22.0% |
| YTD | +12.9% | +13.1% | -0.2% | +5.2% |
| 1Y | +20.3% | +2.5% | +17.8% | +17.9% |
| All | +163.8% | +27.3% | +136.6% | +133.7% |
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