+1,003.7%
JCI vs LYB
+631.6%
+372.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | -7.7% | +1.5% | -9.3% | -8.3% |
| 3M | +2.8% | -0.3% | +3.0% | +2.2% |
| 6M | +7.2% | +0.1% | +7.2% | +4.5% |
| YTD | +20.0% | +53.4% | -33.5% | -0.1% |
| 1Y | +33.3% | +25.6% | +7.6% | +17.9% |
| 3Y | +161.3% | -21.3% | +182.6% | +167.0% |
| 5Y | +108.8% | -2.4% | +111.2% | +94.9% |
| 10Y | +334.6% | +48.8% | +285.8% | +227.4% |
| All | +1,003.7% | +631.6% | +372.2% | +358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling