+98.3%
JNJ vs LDOS
+32.3%
+66.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +1.6% |
| 7D | +1.1% | -7.2% | +8.3% | +1.6% |
| 30D | +6.9% | +16.8% | -10.0% | +6.0% |
| 3M | +8.0% | -1.6% | +9.6% | +8.1% |
| 6M | +24.3% | -1.0% | +25.3% | +23.9% |
| YTD | +35.6% | -25.8% | +61.4% | +36.2% |
| 1Y | +51.1% | -31.1% | +82.2% | +52.5% |
| 3Y | +98.3% | +32.8% | +65.5% | +75.3% |
| All | +98.3% | +32.3% | +66.0% | +75.3% |
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 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