+1,344.4%
LITE vs JCI
+191.7%
+1,152.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.4% |
| 7D | -13.9% | -5.9% | -8.0% | -5.5% |
| 30D | -46.9% | -10.4% | -36.6% | -37.1% |
| 3M | -28.0% | -6.1% | -21.9% | -18.9% |
| 6M | -35.2% | +1.7% | -36.9% | -33.5% |
| YTD | +58.9% | +18.9% | +40.0% | +40.4% |
| 1Y | +125.3% | +16.1% | +109.2% | +105.7% |
| 3Y | +1,344.4% | +187.8% | +1,156.6% | +563.2% |
| All | +1,344.4% | +191.7% | +1,152.7% | +563.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling