+61.9%
LIN vs JAAA
+25.6%
+36.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.6% |
| 6M | -3.4% | +2.7% | -6.1% | -5.6% |
| YTD | +13.1% | +3.2% | +9.9% | +10.0% |
| 1Y | +2.5% | +4.9% | -2.5% | -1.8% |
| 3Y | +27.6% | +19.0% | +8.6% | +18.8% |
| All | +61.9% | +25.6% | +36.3% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling