+2,307.7%
JCI vs LEN
+10,533.4%
-8,225.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +3.8% | -3.2% | +7.0% | +4.6% |
| 30D | -5.7% | -4.9% | -0.8% | -4.7% |
| 3M | -1.4% | -8.5% | +7.1% | +0.2% |
| 6M | +4.1% | -20.7% | +24.8% | +9.2% |
| YTD | +21.7% | -17.4% | +39.2% | +26.0% |
| 1Y | +36.1% | -38.2% | +74.4% | +49.8% |
| 3Y | +154.4% | -24.9% | +179.3% | +162.4% |
| 5Y | +112.0% | -11.4% | +123.5% | +107.7% |
| 10Y | +322.2% | +110.0% | +212.2% | +223.6% |
| All | +2,307.7% | +10,533.4% | -8,225.7% | +663.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling