+2,272.4%
JCI vs LHX
+7,852.8%
-5,580.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | +0.4% | -4.8% | +5.2% | +2.0% |
| 30D | -7.7% | -12.7% | +5.0% | -3.6% |
| 3M | +2.8% | -17.6% | +20.4% | +8.7% |
| 6M | +7.2% | -30.7% | +38.0% | +19.8% |
| YTD | +20.0% | -14.3% | +34.3% | +24.4% |
| 1Y | +33.3% | -8.4% | +41.7% | +34.8% |
| 3Y | +161.3% | +56.7% | +104.7% | +119.3% |
| 5Y | +108.8% | +18.5% | +90.3% | +88.6% |
| 10Y | +334.6% | +229.6% | +105.0% | +175.5% |
| All | +2,272.4% | +7,852.8% | -5,580.4% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling