+562.5%
LITE vs JCI
+96.3%
+466.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -2.2% |
| 7D | +10.8% | +3.2% | +7.6% | +7.9% |
| 30D | -33.4% | -8.6% | -24.8% | -25.2% |
| 3M | -32.2% | -7.7% | -24.5% | -23.7% |
| 6M | -42.1% | -2.6% | -39.5% | -37.8% |
| YTD | +61.9% | +17.4% | +44.5% | +52.2% |
| 1Y | +163.0% | +16.9% | +146.1% | +149.0% |
| 3Y | +1,358.0% | +186.7% | +1,171.3% | +711.0% |
| All | +562.5% | +96.3% | +466.2% | +337.4% |
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