+197.6%
JCI vs LEN
-23.4%
+221.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.5% |
| 7D | +2.9% | -6.4% | +9.3% | +3.7% |
| 30D | -6.9% | +15.6% | -22.6% | -9.4% |
| 3M | -6.3% | -0.8% | -5.5% | -6.5% |
| 6M | +2.6% | +0.4% | +2.2% | +1.9% |
| YTD | +21.8% | -14.1% | +35.9% | +23.7% |
| 1Y | +19.6% | -29.6% | +49.3% | +25.9% |
| All | +197.6% | -23.4% | +221.1% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling