+86.5%
JNJ vs LDOS
+39.7%
+46.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +2.7% | -5.4% | +8.1% | +3.0% |
| 30D | +7.4% | +4.9% | +2.5% | +7.0% |
| 3M | +21.2% | +7.2% | +14.0% | +20.4% |
| 6M | +13.4% | -24.2% | +37.7% | +14.4% |
| YTD | +35.1% | -25.8% | +60.9% | +36.1% |
| 1Y | +57.4% | -24.7% | +82.1% | +58.2% |
| All | +86.5% | +39.7% | +46.8% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling