+166.0%
JCI vs LEN
-26.2%
+192.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +4.1% | -3.4% | +7.4% | +4.7% |
| 30D | -3.8% | -5.7% | +1.8% | -2.8% |
| 3M | -1.6% | -12.2% | +10.6% | +0.6% |
| 6M | +9.5% | -18.3% | +27.8% | +13.3% |
| YTD | +21.7% | -20.2% | +41.9% | +25.9% |
| 1Y | +37.1% | -40.1% | +77.2% | +50.0% |
| All | +166.0% | -26.2% | +192.2% | +144.0% |
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