+11,511.2%
LMT vs JCI
+2,355.5%
+9,155.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | -1.5% | +5.1% | -6.6% | -2.3% |
| 30D | -8.2% | -3.8% | -4.4% | -7.8% |
| 3M | +3.7% | +1.9% | +1.8% | +3.2% |
| 6M | -19.2% | +11.2% | -30.4% | -20.7% |
| YTD | +12.9% | +22.9% | -10.1% | +8.9% |
| 1Y | +19.8% | +37.4% | -17.6% | +13.5% |
| 3Y | +37.3% | +167.8% | -130.6% | +16.4% |
| 5Y | +74.4% | +115.0% | -40.7% | +51.0% |
| 10Y | +188.9% | +325.3% | -136.4% | +123.0% |
| All | +11,511.2% | +2,355.5% | +9,155.7% | +5,493.2% |
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