+301.7%
JCI vs LII
+170.7%
+131.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +3.7% |
| 7D | -3.4% | -1.2% | -2.2% | -3.0% |
| 30D | -10.1% | -2.0% | -8.2% | -10.2% |
| 3M | -6.8% | -20.2% | +13.4% | +2.9% |
| 6M | +2.0% | -32.5% | +34.5% | +19.7% |
| YTD | +19.2% | -27.4% | +46.6% | +33.1% |
| 1Y | +16.7% | -28.2% | +44.9% | +30.8% |
| 3Y | +194.3% | -7.2% | +201.6% | +172.9% |
| 5Y | +103.0% | +19.9% | +83.1% | +58.0% |
| 10Y | +301.7% | +168.6% | +133.1% | +124.3% |
| All | +301.7% | +170.7% | +131.0% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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