+30.0%
LIN vs JBL
+173.1%
-143.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.0% |
| 7D | -2.1% | +3.0% | -5.1% | -2.3% |
| 30D | -2.4% | -8.3% | +5.8% | -2.1% |
| 3M | -5.6% | -16.9% | +11.3% | -4.7% |
| 6M | -3.4% | +21.8% | -25.1% | -5.3% |
| YTD | +13.1% | +36.3% | -23.2% | +9.6% |
| 1Y | +2.5% | +49.5% | -47.0% | -1.9% |
| All | +30.0% | +173.1% | -143.1% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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