+541.2%
LITE vs JCI
+103.9%
+437.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.5% |
| 7D | -13.9% | -5.9% | -8.0% | -7.4% |
| 30D | -46.9% | -10.4% | -36.6% | -39.3% |
| 3M | -28.0% | -6.1% | -21.9% | -20.7% |
| 6M | -35.2% | +1.7% | -36.9% | -33.2% |
| YTD | +58.9% | +18.9% | +40.0% | +47.1% |
| 1Y | +125.3% | +16.1% | +109.2% | +113.8% |
| 3Y | +1,344.4% | +187.8% | +1,156.6% | +695.4% |
| 5Y | +541.2% | +103.2% | +438.0% | +310.9% |
| All | +541.2% | +103.9% | +437.3% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling