+7,748.0%
JPM vs LIN
+10,749.5%
-3,001.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.8% |
| 7D | -1.8% | +3.6% | -5.4% | -3.7% |
| 30D | +1.8% | +6.4% | -4.6% | -1.6% |
| 3M | -5.6% | +6.5% | -12.1% | -9.0% |
| 6M | +10.1% | +4.9% | +5.2% | +6.6% |
| YTD | +6.7% | +23.4% | -16.7% | -6.0% |
| 1Y | +10.3% | +26.3% | -16.0% | -4.1% |
| 3Y | +151.4% | +38.0% | +113.4% | +106.4% |
| 5Y | +127.3% | +68.0% | +59.3% | +65.2% |
| 10Y | +546.0% | +437.1% | +108.9% | +150.3% |
| All | +7,748.0% | +10,749.5% | -3,001.4% | +1,129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling