+114.4%
JCI vs LYB
-4.6%
+119.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.2% | +2.5% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | -4.4% | +2.5% | -6.9% | -5.2% |
| 3M | +1.7% | +1.4% | +0.3% | +1.0% |
| 6M | +8.8% | -3.5% | +12.3% | +7.2% |
| YTD | +22.6% | +52.0% | -29.3% | +2.7% |
| 1Y | +36.2% | +22.1% | +14.2% | +22.8% |
| 3Y | +168.0% | -22.8% | +190.8% | +185.7% |
| All | +114.4% | -4.6% | +119.0% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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