+901.5%
LITE vs JCI
+113.2%
+788.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +2.2% |
| 7D | -1.5% | +3.8% | -5.4% | -5.0% |
| 30D | +6.7% | -5.7% | +12.3% | +12.6% |
| 3M | -6.8% | -1.4% | -5.4% | -4.8% |
| 6M | +29.4% | +4.1% | +25.3% | +27.9% |
| YTD | +139.1% | +21.7% | +117.3% | +108.8% |
| 1Y | +521.0% | +36.1% | +484.9% | +404.5% |
| 3Y | +1,535.3% | +154.4% | +1,380.9% | +815.5% |
| All | +901.5% | +113.2% | +788.4% | +487.3% |
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 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