+2,898.2%
LITE vs JCI
+384.2%
+2,514.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.5% | -12.2% | -13.9% |
| 7D | -44.6% | -16.9% | -27.6% | -35.7% |
| 30D | -55.0% | -17.2% | -37.8% | -47.3% |
| 3M | -38.3% | -14.2% | -24.1% | -29.1% |
| 6M | -48.8% | -8.7% | -40.0% | -43.1% |
| YTD | +38.3% | +10.7% | +27.6% | +38.0% |
| 1Y | +119.0% | +9.7% | +109.3% | +120.9% |
| 3Y | +1,092.0% | +166.9% | +925.1% | +663.5% |
| 5Y | +446.1% | +93.1% | +352.9% | +300.5% |
| 10Y | +1,381.7% | +300.3% | +1,081.4% | +616.0% |
| All | +2,898.2% | +384.2% | +2,514.0% | +1,263.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling