+2,221.0%
JCI vs LEN
+10,606.4%
-8,385.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +3.2% | -5.8% | +9.0% | +4.6% |
| 30D | -8.6% | +13.7% | -22.3% | -11.9% |
| 3M | -7.7% | -3.9% | -3.9% | -7.9% |
| 6M | -2.6% | -0.4% | -2.2% | -3.9% |
| YTD | +17.4% | -16.8% | +34.2% | +20.1% |
| 1Y | +16.9% | -29.5% | +46.4% | +23.9% |
| 3Y | +186.7% | -25.6% | +212.3% | +193.8% |
| 5Y | +95.4% | -13.2% | +108.6% | +90.5% |
| 10Y | +292.7% | +138.5% | +154.3% | +190.2% |
| All | +2,221.0% | +10,606.4% | -8,385.4% | +627.5% |
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 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