+127.7%
JCI vs LTH
+156.3%
-28.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +1.3% |
| 7D | +5.1% | +1.5% | +3.6% | +4.8% |
| 30D | -3.8% | -3.1% | -0.8% | -3.3% |
| 3M | +1.9% | +28.1% | -26.2% | -3.4% |
| 6M | +11.2% | +67.4% | -56.2% | -0.8% |
| YTD | +22.9% | +59.8% | -36.8% | +10.5% |
| 1Y | +37.4% | +45.6% | -8.2% | +25.6% |
| 3Y | +167.8% | +162.0% | +5.8% | +112.2% |
| All | +127.7% | +156.3% | -28.6% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling