+307.6%
JCI vs LDOS
+241.3%
+66.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | -6.9% | +10.1% | -17.1% | -10.1% |
| 3M | -6.3% | -4.7% | -1.6% | -5.6% |
| 6M | +2.6% | +5.6% | -3.0% | -0.8% |
| YTD | +21.8% | -25.1% | +46.9% | +30.9% |
| 1Y | +19.6% | -31.7% | +51.3% | +33.1% |
| 3Y | +194.9% | +33.7% | +161.2% | +141.8% |
| 5Y | +108.1% | +54.4% | +53.8% | +57.1% |
| 10Y | +307.6% | +236.4% | +71.2% | +142.7% |
| All | +307.6% | +241.3% | +66.4% | +142.7% |
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