+143.4%
LIN vs JAAA
+30.2%
+113.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +0.2% | +0.2% | 0.0% | 0.0% |
| 30D | +6.5% | +0.4% | +6.0% | +6.0% |
| 3M | +5.5% | +1.2% | +4.3% | +4.2% |
| 6M | +3.3% | +2.3% | +1.0% | +0.9% |
| YTD | +22.0% | +3.9% | +18.1% | +17.4% |
| 1Y | +25.7% | +4.8% | +20.9% | +19.8% |
| 3Y | +36.2% | +18.5% | +17.7% | +21.4% |
| 5Y | +66.1% | +27.5% | +38.6% | +41.3% |
| All | +143.4% | +30.2% | +113.3% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling