+125.4%
JCI vs LTH
+152.0%
-26.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | +4.1% | -4.0% | +8.1% | +4.9% |
| 30D | -3.8% | -1.7% | -2.2% | -3.5% |
| 3M | -1.6% | +28.0% | -29.6% | -6.7% |
| 6M | +9.5% | +54.1% | -44.5% | -0.5% |
| YTD | +21.7% | +57.1% | -35.3% | +9.8% |
| 1Y | +37.1% | +45.8% | -8.6% | +25.3% |
| 3Y | +165.2% | +157.6% | +7.6% | +110.8% |
| All | +125.4% | +152.0% | -26.5% | +67.3% |
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