+47.9%
JNJ vs LDOS
-31.1%
+79.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +1.5% | -1.3% | +2.8% | +1.6% |
| 30D | +6.3% | +10.1% | -3.8% | +5.9% |
| 3M | +8.5% | -4.7% | +13.1% | +8.7% |
| 6M | +28.0% | +5.6% | +22.4% | +26.7% |
| YTD | +37.7% | -25.1% | +62.8% | +33.8% |
| 1Y | +47.9% | -31.7% | +79.6% | +45.8% |
| All | +47.9% | -31.1% | +79.0% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling