+315.8%
JCI vs LVS
+69.2%
+246.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.8% | -1.5% | +5.3% | +4.1% |
| 30D | -5.7% | -3.2% | -2.4% | -5.2% |
| 3M | -1.4% | -12.0% | +10.6% | +0.6% |
| 6M | +4.1% | -19.9% | +24.0% | +7.7% |
| YTD | +21.7% | -30.6% | +52.4% | +28.6% |
| 1Y | +36.1% | -17.7% | +53.9% | +39.3% |
| 3Y | +154.4% | -14.2% | +168.6% | +155.0% |
| 5Y | +112.0% | +9.6% | +102.4% | +98.5% |
| 10Y | +322.2% | +5.7% | +316.6% | +288.6% |
| All | +315.8% | +69.2% | +246.6% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling