+95.0%
JCI vs LNT
+55.9%
+39.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | +3.2% | +1.0% | +2.1% | +2.9% |
| 30D | -8.6% | +9.6% | -18.2% | -11.3% |
| 3M | -7.7% | +5.4% | -13.1% | -9.4% |
| 6M | -2.6% | +3.1% | -5.7% | -4.1% |
| YTD | +17.4% | +16.5% | +0.9% | +10.6% |
| 1Y | +16.9% | +12.3% | +4.6% | +11.5% |
| 3Y | +186.7% | +70.3% | +116.4% | +130.1% |
| All | +95.0% | +55.9% | +39.1% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling