+2,307.7%
JCI vs LNT
+3,155.8%
-848.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | -5.7% | -3.2% | -2.5% | -4.6% |
| 3M | -1.4% | -4.1% | +2.7% | -0.3% |
| 6M | +4.1% | -4.6% | +8.7% | +5.4% |
| YTD | +21.7% | +7.0% | +14.7% | +18.1% |
| 1Y | +36.1% | +8.3% | +27.8% | +31.4% |
| 3Y | +154.4% | +51.0% | +103.4% | +115.2% |
| 5Y | +112.0% | +30.2% | +81.9% | +87.6% |
| 10Y | +322.2% | +143.6% | +178.6% | +195.2% |
| All | +2,307.7% | +3,155.8% | -848.1% | +713.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling