+116.9%
JCI vs LDOS
+43.9%
+73.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +3.8% | -5.4% | +9.2% | +5.0% |
| 30D | -5.7% | +4.9% | -10.6% | -6.7% |
| 3M | -1.4% | +7.2% | -8.6% | -3.0% |
| 6M | +4.1% | -24.2% | +28.4% | +10.6% |
| YTD | +21.7% | -25.8% | +47.5% | +29.0% |
| 1Y | +36.1% | -24.7% | +60.8% | +43.0% |
| 3Y | +154.4% | +39.3% | +115.2% | +112.1% |
| All | +116.9% | +43.9% | +73.0% | +77.2% |
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