+125.6%
JCI vs LTH
+186.8%
-61.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | -6.9% | +17.7% | -24.7% | -10.0% |
| 3M | -6.3% | +8.5% | -14.8% | -8.0% |
| 6M | +2.6% | +46.9% | -44.4% | -5.6% |
| YTD | +21.8% | +78.8% | -57.0% | +6.8% |
| 1Y | +19.6% | +84.9% | -65.3% | +4.1% |
| 3Y | +194.9% | +246.4% | -51.4% | +121.7% |
| 5Y | +108.1% | +129.6% | -21.4% | +50.7% |
| All | +125.6% | +186.8% | -61.2% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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