+143.7%
LLY vs JCI
+189.7%
-46.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.8% | -0.5% | +3.5% |
| 7D | +0.1% | -3.4% | +3.5% | +0.5% |
| 30D | +19.7% | -10.1% | +29.9% | +21.5% |
| 3M | +19.3% | -6.8% | +26.0% | +19.9% |
| 6M | +49.3% | +2.0% | +47.4% | +46.1% |
| YTD | +32.0% | +19.2% | +12.8% | +23.5% |
| 1Y | +53.7% | +16.7% | +37.0% | +44.5% |
| 3Y | +143.7% | +194.3% | -50.6% | +91.9% |
| All | +143.7% | +189.7% | -46.0% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling