+175.9%
JCI vs LTH
+268.4%
-92.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.3% | +4.0% | +2.9% |
| 7D | -9.4% | +4.5% | -13.9% | -10.1% |
| 30D | -13.4% | +16.3% | -29.7% | -15.8% |
| 3M | -12.4% | +8.4% | -20.8% | -13.7% |
| 6M | -5.1% | +40.3% | -45.4% | -11.3% |
| YTD | +13.7% | +77.3% | -63.5% | +0.7% |
| 1Y | +11.4% | +88.0% | -76.5% | -2.8% |
| 3Y | +175.9% | +274.3% | -98.4% | +114.5% |
| All | +175.9% | +268.4% | -92.5% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling