+125.5%
JCI vs LTH
+160.9%
-35.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.1% |
| 6M | +4.1% | +64.6% | -60.5% | -6.7% |
| YTD | +21.7% | +62.6% | -40.9% | +9.0% |
| 1Y | +36.1% | +49.9% | -13.8% | +23.7% |
| 3Y | +154.4% | +151.3% | +3.1% | +103.4% |
| All | +125.5% | +160.9% | -35.4% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling