+186.7%
JCI vs LII
-8.2%
+194.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.6% |
| 7D | +3.2% | +2.9% | +0.2% | +2.2% |
| 30D | -8.6% | +0.9% | -9.5% | -9.5% |
| 3M | -7.7% | -15.5% | +7.8% | -2.7% |
| 6M | -2.6% | -30.2% | +27.6% | +8.4% |
| YTD | +17.4% | -26.8% | +44.2% | +27.1% |
| 1Y | +16.9% | -25.3% | +42.2% | +25.3% |
| 3Y | +186.7% | -7.8% | +194.5% | +174.4% |
| All | +186.7% | -8.2% | +194.9% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling