+9.7%
JCI vs LUMN
-62.6%
+72.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -11.0% | +4.5% | -5.6% |
| 7D | -16.9% | -16.9% | 0.0% | -15.8% |
| 30D | -17.2% | -32.7% | +15.5% | -15.1% |
| 3M | -14.2% | -34.5% | +20.3% | -12.0% |
| 6M | -8.7% | -56.9% | +48.2% | -4.5% |
| YTD | +10.7% | -48.8% | +59.5% | +12.9% |
| 1Y | +9.7% | -63.4% | +73.1% | +13.3% |
| All | +9.7% | -62.6% | +72.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling