-26.3%
LOW vs JCI
+36.0%
-62.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -3.7% | +0.7% | -4.5% | -3.8% |
| 30D | -8.9% | -4.4% | -4.4% | -8.4% |
| 3M | -10.4% | +1.7% | -12.1% | -10.7% |
| 6M | -19.4% | +8.8% | -28.2% | -20.7% |
| YTD | -17.1% | +22.6% | -39.8% | -18.2% |
| 1Y | -26.3% | +36.2% | -62.5% | -28.0% |
| All | -26.3% | +36.0% | -62.2% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling