+1,560.7%
LLY vs JCI
+338.7%
+1,222.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.2% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -7.4% | -7.7% | +0.3% | -5.9% |
| 3M | -1.0% | +2.8% | -3.8% | -2.3% |
| 6M | +12.5% | +7.2% | +5.3% | +9.7% |
| YTD | +5.0% | +20.0% | -15.0% | -0.6% |
| 1Y | +49.8% | +33.3% | +16.5% | +38.0% |
| 3Y | +95.5% | +161.3% | -65.8% | +52.0% |
| 5Y | +390.7% | +108.8% | +281.9% | +295.2% |
| All | +1,560.7% | +338.7% | +1,222.0% | +952.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling