+155.3%
JPM vs LIN
+61.6%
+93.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +0.3% | -2.1% | +2.4% | +1.4% |
| 30D | -0.2% | -2.4% | +2.3% | +1.0% |
| 3M | +15.9% | -5.6% | +21.5% | +18.9% |
| 6M | +20.9% | -3.4% | +24.3% | +22.3% |
| YTD | +12.9% | +13.1% | -0.2% | +4.3% |
| 1Y | +20.3% | +2.5% | +17.8% | +17.3% |
| 3Y | +160.9% | +27.6% | +133.3% | +122.4% |
| All | +155.3% | +61.6% | +93.7% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling