+227.5%
LOW vs JCI
+348.5%
-121.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.9% |
| 7D | -3.7% | +0.7% | -4.5% | -4.1% |
| 30D | -8.9% | -4.4% | -4.4% | -7.2% |
| 3M | -10.4% | +1.7% | -12.1% | -11.7% |
| 6M | -19.4% | +8.8% | -28.2% | -23.4% |
| YTD | -17.1% | +22.6% | -39.8% | -25.9% |
| 1Y | -26.3% | +36.2% | -62.5% | -37.7% |
| 3Y | -9.9% | +168.0% | -177.9% | -47.7% |
| 5Y | +6.1% | +113.5% | -107.3% | -32.2% |
| All | +227.5% | +348.5% | -121.0% | +30.4% |
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