+8,933.1%
JNJ vs LH
+1,372.9%
+7,560.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.8% | -0.8% | +0.1% | -0.7% |
| 30D | +4.3% | +2.0% | +2.3% | +4.1% |
| 3M | +16.5% | +24.3% | -7.8% | +13.4% |
| 6M | +13.1% | +21.1% | -7.9% | +10.4% |
| YTD | +32.1% | +30.4% | +1.7% | +27.7% |
| 1Y | +54.5% | +18.4% | +36.1% | +51.0% |
| 3Y | +82.5% | +65.5% | +17.1% | +70.7% |
| 5Y | +80.0% | +29.9% | +50.2% | +72.3% |
| 10Y | +195.7% | +186.6% | +9.0% | +154.6% |
| All | +8,933.1% | +1,372.9% | +7,560.3% | +6,144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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