+340.5%
JCI vs LVS
0.0%
+340.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +0.7% | -3.5% | +4.2% | +1.7% |
| 30D | -4.4% | -6.2% | +1.8% | -2.9% |
| 3M | +1.7% | -14.8% | +16.5% | +5.8% |
| 6M | +8.8% | -20.9% | +29.7% | +15.1% |
| YTD | +22.6% | -33.0% | +55.7% | +35.2% |
| 1Y | +36.2% | -20.0% | +56.2% | +42.0% |
| 3Y | +168.0% | -6.9% | +174.9% | +160.3% |
| 5Y | +113.5% | +9.1% | +104.4% | +88.2% |
| All | +340.5% | 0.0% | +340.4% | +279.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling