+642.7%
JNJ vs LDOS
+494.7%
+148.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +2.7% | -5.4% | +8.1% | +3.8% |
| 30D | +7.4% | +4.9% | +2.5% | +6.2% |
| 3M | +21.2% | +7.2% | +14.0% | +19.0% |
| 6M | +13.4% | -24.2% | +37.7% | +19.4% |
| YTD | +35.1% | -25.8% | +60.9% | +42.1% |
| 1Y | +57.4% | -24.7% | +82.1% | +64.7% |
| 3Y | +86.8% | +39.3% | +47.5% | +66.6% |
| 5Y | +80.8% | +43.3% | +37.5% | +58.0% |
| 10Y | +202.7% | +278.6% | -75.8% | +106.8% |
| All | +642.7% | +494.7% | +148.0% | +334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling