+166.8%
JCI vs LTH
+157.9%
+8.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +3.8% | -0.6% | +4.5% | +3.9% |
| 30D | -5.7% | -4.6% | -1.1% | -4.9% |
| 3M | -1.4% | +32.8% | -34.2% | -6.7% |
| 6M | +4.1% | +64.6% | -60.5% | -6.1% |
| YTD | +21.7% | +62.6% | -40.9% | +9.8% |
| 1Y | +36.1% | +49.9% | -13.8% | +24.7% |
| All | +166.8% | +157.9% | +8.9% | +116.9% |
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 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