+108.1%
JCI vs LEN
-7.9%
+116.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | +2.9% | -6.4% | +9.3% | +4.5% |
| 30D | -6.9% | +15.6% | -22.6% | -11.1% |
| 3M | -6.3% | -0.8% | -5.5% | -7.0% |
| 6M | +2.6% | +0.4% | +2.2% | +0.9% |
| YTD | +21.8% | -14.1% | +35.9% | +24.4% |
| 1Y | +19.6% | -29.6% | +49.3% | +29.2% |
| 3Y | +194.9% | -23.1% | +218.1% | +191.4% |
| 5Y | +108.1% | -8.9% | +117.0% | +83.0% |
| All | +108.1% | -7.9% | +116.1% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling