+111.9%
JCI vs LVS
+5.3%
+106.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +4.1% | -2.7% | +6.8% | +4.7% |
| 30D | -3.8% | -4.7% | +0.8% | -2.9% |
| 3M | -1.6% | -15.6% | +13.9% | +1.8% |
| 6M | +9.5% | -18.6% | +28.2% | +14.0% |
| YTD | +21.7% | -32.3% | +54.0% | +31.5% |
| 1Y | +37.1% | -18.0% | +55.2% | +41.1% |
| 3Y | +165.2% | -5.8% | +171.0% | +156.3% |
| All | +111.9% | +5.3% | +106.6% | +92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling