+162.3%
JPM vs LNT
+48.2%
+114.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -1.4% | -0.5% | -0.9% | -1.3% |
| 3M | +13.9% | -5.5% | +19.5% | +15.3% |
| 6M | +23.5% | -3.8% | +27.3% | +24.3% |
| YTD | +11.6% | +6.8% | +4.8% | +9.1% |
| 1Y | +21.4% | +9.3% | +12.1% | +17.7% |
| All | +162.3% | +48.2% | +114.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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