+210.7%
JNJ vs LDOS
+241.3%
-30.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | +6.3% | +10.1% | -3.8% | +4.3% |
| 3M | +8.5% | -4.7% | +13.1% | +9.2% |
| 6M | +28.0% | +5.6% | +22.4% | +25.9% |
| YTD | +37.7% | -25.1% | +62.8% | +44.1% |
| 1Y | +47.9% | -31.7% | +79.6% | +57.9% |
| 3Y | +107.4% | +33.7% | +73.7% | +84.0% |
| 5Y | +97.7% | +54.4% | +43.4% | +66.1% |
| 10Y | +210.7% | +236.4% | -25.8% | +132.3% |
| All | +210.7% | +241.3% | -30.6% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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