+340.5%
JCI vs LHX
+227.8%
+112.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.4% | +2.6% |
| 7D | +0.7% | -4.3% | +5.0% | +2.2% |
| 30D | -4.4% | -15.1% | +10.7% | +1.0% |
| 3M | +1.7% | -21.0% | +22.6% | +9.5% |
| 6M | +8.8% | -32.0% | +40.8% | +23.6% |
| YTD | +22.6% | -15.3% | +38.0% | +27.7% |
| 1Y | +36.2% | -11.1% | +47.3% | +38.7% |
| 3Y | +168.0% | +54.0% | +114.0% | +117.9% |
| 5Y | +113.5% | +17.1% | +96.3% | +87.9% |
| All | +340.5% | +227.8% | +112.6% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 10y: compounded portfolio wealth divided by compounded LHX 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…
10y analysis · Full analysis span regression · 6 months rolling