+417.5%
LIN vs JD
+31.9%
+385.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | +0.2% | +13.4% | -13.2% | -1.4% |
| 30D | +6.5% | +7.7% | -1.2% | +5.4% |
| 3M | +5.5% | -11.3% | +16.8% | +6.9% |
| 6M | +3.3% | -5.1% | +8.5% | +3.7% |
| YTD | +22.0% | +5.0% | +17.0% | +20.6% |
| 1Y | +25.7% | -5.6% | +31.4% | +25.9% |
| 3Y | +36.2% | +17.8% | +18.5% | +27.9% |
| 5Y | +66.1% | -57.2% | +123.2% | +72.9% |
| All | +417.5% | +31.9% | +385.5% | +322.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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