+340.5%
JCI vs LEN
+108.0%
+232.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | +0.1% | +1.6% |
| 7D | +0.7% | -4.8% | +5.5% | +2.2% |
| 30D | -4.4% | -6.6% | +2.1% | -2.6% |
| 3M | +1.7% | -15.7% | +17.3% | +6.4% |
| 6M | +8.8% | -16.6% | +25.4% | +14.0% |
| YTD | +22.6% | -21.3% | +44.0% | +30.0% |
| 1Y | +36.2% | -42.0% | +78.2% | +57.9% |
| 3Y | +168.0% | -27.9% | +195.9% | +178.9% |
| 5Y | +113.5% | -10.7% | +124.2% | +101.3% |
| All | +340.5% | +108.0% | +232.4% | +199.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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