+340.5%
JCI vs LNT
+148.3%
+192.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.7% | -1.0% | +1.8% | +1.2% |
| 30D | -4.4% | -4.2% | -0.2% | -2.8% |
| 3M | +1.7% | -6.7% | +8.3% | +4.2% |
| 6M | +8.8% | -3.6% | +12.4% | +9.8% |
| YTD | +22.6% | +5.9% | +16.8% | +18.9% |
| 1Y | +36.2% | +7.3% | +29.0% | +31.2% |
| 3Y | +168.0% | +46.5% | +121.5% | +122.3% |
| 5Y | +113.5% | +32.5% | +81.0% | +82.8% |
| All | +340.5% | +148.3% | +192.1% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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