+103.0%
JCI vs LDOS
+51.2%
+51.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.3% | +2.5% | +4.4% |
| 7D | -3.4% | -5.8% | +2.4% | -2.5% |
| 30D | -10.1% | +11.6% | -21.7% | -12.1% |
| 3M | -6.8% | -1.0% | -5.8% | -6.9% |
| 6M | +2.0% | +5.1% | -3.1% | +0.5% |
| YTD | +19.2% | -24.0% | +43.2% | +25.4% |
| 1Y | +16.7% | -30.3% | +47.0% | +25.9% |
| 3Y | +194.3% | +37.0% | +157.4% | +145.9% |
| 5Y | +103.0% | +53.4% | +49.7% | +65.2% |
| All | +103.0% | +51.2% | +51.9% | +65.2% |
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