+125.6%
LIN vs JAAA
+29.3%
+96.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | -2.4% | +0.5% | -3.0% | -2.9% |
| 3M | -5.6% | +1.3% | -6.8% | -6.8% |
| 6M | -3.4% | +2.7% | -6.1% | -5.9% |
| YTD | +13.1% | +3.2% | +9.9% | +9.5% |
| 1Y | +2.5% | +4.9% | -2.5% | -2.5% |
| 3Y | +27.6% | +19.0% | +8.6% | +14.1% |
| 5Y | +63.0% | +26.8% | +36.2% | +39.0% |
| All | +125.6% | +29.3% | +96.4% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling