+2,307.7%
JCI vs LSCC
+10,808.2%
-8,500.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.6% |
| 7D | +3.8% | +1.3% | +2.5% | +3.6% |
| 30D | -5.7% | -9.7% | +4.0% | -4.1% |
| 3M | -1.4% | -23.7% | +22.3% | +2.5% |
| 6M | +4.1% | +26.5% | -22.4% | -0.8% |
| YTD | +21.7% | +57.5% | -35.8% | +11.3% |
| 1Y | +36.1% | +75.7% | -39.5% | +21.8% |
| 3Y | +154.4% | +19.5% | +135.0% | +132.7% |
| 5Y | +112.0% | +83.8% | +28.3% | +75.7% |
| 10Y | +322.2% | +1,772.4% | -1,450.1% | +129.6% |
| All | +2,307.7% | +10,808.2% | -8,500.5% | +670.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling