+1,402.3%
LITE vs JCI
+304.0%
+1,098.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +3.5% |
| 7D | -35.9% | -9.4% | -26.5% | -29.9% |
| 30D | -51.5% | -13.4% | -38.1% | -44.5% |
| 3M | -35.7% | -12.4% | -23.3% | -26.7% |
| 6M | -43.0% | -5.1% | -37.8% | -38.1% |
| YTD | +46.1% | +13.7% | +32.4% | +42.5% |
| 1Y | +124.7% | +11.4% | +113.3% | +123.4% |
| 3Y | +1,172.1% | +175.9% | +996.2% | +664.5% |
| 5Y | +477.0% | +98.4% | +378.6% | +303.4% |
| All | +1,402.3% | +304.0% | +1,098.3% | +572.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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