+176.6%
JCI vs LII
+2,734.1%
-2,557.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.4% |
| 7D | -9.4% | -0.6% | -8.8% | -9.3% |
| 30D | -13.4% | -4.6% | -8.8% | -12.6% |
| 3M | -12.4% | -21.2% | +8.8% | -5.4% |
| 6M | -5.1% | -36.4% | +31.3% | +9.2% |
| YTD | +13.7% | -28.9% | +42.7% | +25.0% |
| 1Y | +11.4% | -29.5% | +40.9% | +22.6% |
| 3Y | +175.9% | -8.6% | +184.5% | +171.5% |
| 5Y | +98.4% | +20.2% | +78.2% | +75.1% |
| 10Y | +311.2% | +166.2% | +144.9% | +178.2% |
| All | +176.6% | +2,734.1% | -2,557.5% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling