+301.7%
JCI vs LSCC
+1,398.6%
-1,096.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +8.4% | -3.7% | +2.8% |
| 7D | -3.4% | +19.3% | -22.7% | -7.4% |
| 30D | -10.1% | -9.6% | -0.5% | -8.3% |
| 3M | -6.8% | -12.4% | +5.6% | -4.4% |
| 6M | +2.0% | -10.5% | +12.4% | +3.1% |
| YTD | +19.2% | +54.8% | -35.6% | +5.9% |
| 1Y | +16.7% | +79.4% | -62.6% | +0.3% |
| 3Y | +194.3% | +109.6% | +84.7% | +131.0% |
| 5Y | +103.0% | +40.4% | +62.7% | +64.5% |
| 10Y | +301.7% | +1,379.1% | -1,077.3% | +89.8% |
| All | +301.7% | +1,398.6% | -1,096.8% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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