+140.8%
LLY vs JCI
+186.2%
-45.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.6% |
| 7D | +6.7% | +3.2% | +3.6% | +6.2% |
| 30D | +19.6% | -8.6% | +28.2% | +20.9% |
| 3M | +19.7% | -7.7% | +27.5% | +20.6% |
| 6M | +42.7% | -2.6% | +45.3% | +41.2% |
| YTD | +35.1% | +17.4% | +17.8% | +26.6% |
| 1Y | +42.2% | +16.9% | +25.3% | +33.3% |
| 3Y | +140.8% | +186.7% | -46.0% | +91.3% |
| All | +140.8% | +186.2% | -45.4% | +91.3% |
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 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