+57.3%
LLY vs JCI
+27.0%
+30.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +0.4% |
| 7D | +10.1% | -10.7% | +20.8% | +9.7% |
| 30D | +24.0% | -10.4% | +34.5% | +23.8% |
| 3M | +27.3% | -8.3% | +35.5% | +27.1% |
| 6M | +47.0% | -2.1% | +49.1% | +45.6% |
| YTD | +32.6% | +18.4% | +14.2% | +25.6% |
| 1Y | +57.3% | +27.7% | +29.7% | +46.3% |
| All | +57.3% | +27.0% | +30.3% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling