+304.3%
JCI vs LDOS
+248.5%
+55.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.4% |
| 7D | -9.4% | -7.2% | -2.2% | -7.5% |
| 30D | -13.4% | +16.8% | -30.3% | -18.0% |
| 3M | -12.4% | -1.6% | -10.8% | -12.7% |
| 6M | -5.1% | -1.0% | -4.2% | -6.2% |
| YTD | +13.7% | -25.8% | +39.5% | +22.5% |
| 1Y | +11.4% | -31.1% | +42.5% | +23.4% |
| 3Y | +175.9% | +32.8% | +143.1% | +126.9% |
| 5Y | +98.4% | +49.4% | +49.0% | +52.0% |
| All | +304.3% | +248.5% | +55.9% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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