+326.9%
JCI vs LII
+171.3%
+155.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.3% |
| 7D | +3.8% | -0.7% | +4.6% | +4.2% |
| 30D | -5.7% | -12.6% | +6.9% | +0.6% |
| 3M | -1.4% | -24.4% | +23.0% | +10.7% |
| 6M | +4.1% | -28.7% | +32.8% | +19.8% |
| YTD | +21.7% | -19.1% | +40.9% | +30.4% |
| 1Y | +36.1% | -29.7% | +65.8% | +55.6% |
| 3Y | +154.4% | +4.8% | +149.7% | +123.9% |
| 5Y | +112.0% | +24.6% | +87.5% | +64.7% |
| All | +326.9% | +171.3% | +155.5% | +132.3% |
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