+1,618.0%
LITE vs JCI
+299.3%
+1,318.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.8% | +5.9% | +6.8% |
| 7D | -12.9% | -3.4% | -9.5% | -9.4% |
| 30D | -46.0% | -10.1% | -35.8% | -39.8% |
| 3M | -33.0% | -6.8% | -26.2% | -27.0% |
| 6M | -34.0% | +2.0% | -36.0% | -32.2% |
| YTD | +61.7% | +19.2% | +42.6% | +52.2% |
| 1Y | +148.3% | +16.7% | +131.5% | +138.1% |
| 3Y | +1,408.5% | +194.3% | +1,214.2% | +762.3% |
| 5Y | +546.2% | +103.0% | +443.1% | +340.4% |
| All | +1,618.0% | +299.3% | +1,318.8% | +570.6% |
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