+196.1%
JCI vs LII
+3,124.4%
-2,928.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.8% | +1.5% |
| 7D | +3.8% | -0.7% | +4.6% | +4.1% |
| 30D | -5.7% | -12.6% | +6.9% | -1.1% |
| 3M | -1.4% | -24.4% | +23.0% | +7.5% |
| 6M | +4.1% | -28.7% | +32.8% | +15.6% |
| YTD | +21.7% | -19.1% | +40.9% | +28.7% |
| 1Y | +36.1% | -29.7% | +65.8% | +50.6% |
| 3Y | +154.4% | +4.8% | +149.7% | +140.0% |
| 5Y | +112.0% | +24.6% | +87.5% | +86.0% |
| 10Y | +322.2% | +169.2% | +153.0% | +184.9% |
| All | +196.1% | +3,124.4% | -2,928.3% | -14.3% |
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 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