+11,024.8%
JPM vs LNT
+3,186.5%
+7,838.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.9% |
| 7D | -0.4% | +1.0% | -1.4% | -0.9% |
| 30D | -1.1% | -1.1% | 0.0% | -0.6% |
| 3M | +14.1% | -3.6% | +17.7% | +15.9% |
| 6M | +23.3% | -2.7% | +26.0% | +24.3% |
| YTD | +11.3% | +8.0% | +3.3% | +6.2% |
| 1Y | +23.0% | +10.5% | +12.5% | +16.0% |
| 3Y | +162.6% | +49.6% | +113.0% | +108.9% |
| 5Y | +152.8% | +32.2% | +120.5% | +109.7% |
| 10Y | +583.6% | +141.8% | +441.9% | +300.0% |
| All | +11,024.8% | +3,186.5% | +7,838.3% | +1,663.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling