+279.5%
JCI vs LCID
-95.8%
+375.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.8% | +6.8% | -0.5% |
| 7D | +4.1% | -9.3% | +13.4% | +4.8% |
| 30D | -3.8% | -35.4% | +31.6% | -1.0% |
| 3M | -1.6% | -17.1% | +15.4% | -1.7% |
| 6M | +9.5% | -58.9% | +68.5% | +14.9% |
| YTD | +21.7% | -59.6% | +81.3% | +27.4% |
| 1Y | +37.1% | -78.0% | +115.1% | +49.7% |
| 3Y | +165.2% | -92.7% | +257.9% | +201.5% |
| 5Y | +110.3% | -97.8% | +208.1% | +153.4% |
| All | +279.5% | -95.8% | +375.3% | +361.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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