+61.9%
LIN vs JBL
+405.9%
-344.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.1% | +3.0% | -5.1% | -2.6% |
| 30D | -2.4% | -8.3% | +5.8% | -1.3% |
| 3M | -5.6% | -16.9% | +11.3% | -3.3% |
| 6M | -3.4% | +21.8% | -25.1% | -8.5% |
| YTD | +13.1% | +36.3% | -23.2% | +4.2% |
| 1Y | +2.5% | +49.5% | -47.0% | -8.2% |
| 3Y | +27.6% | +170.6% | -143.0% | -7.5% |
| All | +61.9% | +405.9% | -344.0% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling