+110.3%
JCI vs LH
+28.2%
+82.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +4.1% | -3.2% | +7.3% | +5.3% |
| 30D | -3.8% | +0.1% | -4.0% | -4.0% |
| 3M | -1.6% | +18.6% | -20.3% | -8.3% |
| 6M | +9.5% | +17.9% | -8.4% | +2.1% |
| YTD | +21.7% | +28.9% | -7.2% | +9.2% |
| 1Y | +37.1% | +16.6% | +20.5% | +27.8% |
| 3Y | +165.2% | +63.6% | +101.6% | +109.3% |
| 5Y | +110.3% | +30.0% | +80.3% | +81.4% |
| All | +110.3% | +28.2% | +82.1% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling