+110.3%
JCI vs LEN
-10.6%
+120.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +4.1% | -3.4% | +7.4% | +5.0% |
| 30D | -3.8% | -5.7% | +1.8% | -2.4% |
| 3M | -1.6% | -12.2% | +10.6% | +1.6% |
| 6M | +9.5% | -18.3% | +27.8% | +15.1% |
| YTD | +21.7% | -20.2% | +41.9% | +28.0% |
| 1Y | +37.1% | -40.1% | +77.2% | +56.7% |
| 3Y | +165.2% | -26.2% | +191.4% | +165.8% |
| 5Y | +110.3% | -9.8% | +120.1% | +85.5% |
| All | +110.3% | -10.6% | +120.9% | +85.5% |
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