+97.6%
JNJ vs LDOS
+51.2%
+46.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.3% |
| 7D | +4.1% | -3.5% | +7.6% | +4.5% |
| 30D | +14.0% | +9.5% | +4.5% | +13.1% |
| 3M | +9.2% | -6.3% | +15.5% | +9.8% |
| 6M | +27.8% | +2.8% | +25.0% | +27.0% |
| YTD | +39.2% | -26.6% | +65.9% | +42.1% |
| 1Y | +49.1% | -31.3% | +80.4% | +53.4% |
| 3Y | +109.7% | +30.9% | +78.7% | +93.7% |
| 5Y | +97.6% | +49.4% | +48.2% | +82.1% |
| All | +97.6% | +51.2% | +46.4% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling