+167.8%
JCI vs LH
+64.5%
+103.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +5.1% | -0.8% | +6.0% | +5.4% |
| 30D | -3.8% | +2.0% | -5.8% | -4.5% |
| 3M | +1.9% | +24.3% | -22.4% | -5.1% |
| 6M | +11.2% | +21.1% | -9.9% | +4.3% |
| YTD | +22.9% | +30.4% | -7.5% | +12.2% |
| 1Y | +37.4% | +18.4% | +19.0% | +29.6% |
| 3Y | +167.8% | +65.5% | +102.4% | +116.7% |
| All | +167.8% | +64.5% | +103.4% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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