+221.6%
JNJ vs LEN
+136.9%
+84.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +3.5% | -5.8% | +9.2% | +4.2% |
| 30D | +12.5% | +13.7% | -1.2% | +10.7% |
| 3M | +9.6% | -3.9% | +13.4% | +9.8% |
| 6M | +25.3% | -0.4% | +25.7% | +24.8% |
| YTD | +40.3% | -16.8% | +57.1% | +42.3% |
| 1Y | +49.6% | -29.5% | +79.1% | +54.8% |
| 3Y | +110.8% | -25.6% | +136.4% | +113.7% |
| 5Y | +99.1% | -13.2% | +112.3% | +94.5% |
| All | +221.6% | +136.9% | +84.7% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling