+108.1%
JCI vs LSCC
+50.4%
+57.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.4% | -7.9% | -0.1% |
| 7D | +2.9% | +14.5% | -11.6% | -0.7% |
| 30D | -6.9% | -0.1% | -6.9% | -7.4% |
| 3M | -6.3% | -2.7% | -3.6% | -6.4% |
| 6M | +2.6% | -4.8% | +7.4% | +2.0% |
| YTD | +21.8% | +66.9% | -45.0% | +5.2% |
| 1Y | +19.6% | +85.8% | -66.2% | +0.5% |
| 3Y | +194.9% | +115.6% | +79.4% | +123.5% |
| 5Y | +108.1% | +48.8% | +59.3% | +60.4% |
| All | +108.1% | +50.4% | +57.8% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling