+98.8%
JCI vs LDOS
+49.1%
+49.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.1% |
| 7D | -9.4% | -7.2% | -2.2% | -8.3% |
| 30D | -13.4% | +16.8% | -30.3% | -16.1% |
| 3M | -12.4% | -1.6% | -10.8% | -12.5% |
| 6M | -5.1% | -1.0% | -4.2% | -5.4% |
| YTD | +13.7% | -25.8% | +39.5% | +20.1% |
| 1Y | +11.4% | -31.1% | +42.5% | +20.1% |
| 3Y | +175.9% | +32.8% | +143.1% | +132.4% |
| All | +98.8% | +49.1% | +49.7% | +63.5% |
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 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