+93.1%
JCI vs LDOS
+52.0%
+41.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.5% | -6.5% |
| 7D | -16.9% | -3.7% | -13.2% | -16.5% |
| 30D | -17.2% | +16.4% | -33.6% | -19.7% |
| 3M | -14.2% | +7.4% | -21.6% | -15.8% |
| 6M | -8.7% | -0.3% | -8.4% | -9.0% |
| YTD | +10.7% | -24.0% | +34.7% | +16.4% |
| 1Y | +9.7% | -29.6% | +39.3% | +17.9% |
| 3Y | +166.9% | +35.1% | +131.8% | +124.6% |
| 5Y | +93.1% | +52.9% | +40.2% | +57.3% |
| All | +93.1% | +52.0% | +41.2% | +57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling