+9,491.3%
JNJ vs LH
+1,579.7%
+7,911.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.5% | +1.1% | +2.4% | +3.3% |
| 30D | +12.5% | +16.7% | -4.2% | +10.4% |
| 3M | +9.6% | +15.1% | -5.5% | +7.6% |
| 6M | +25.3% | +46.3% | -21.0% | +19.5% |
| YTD | +40.3% | +48.8% | -8.5% | +33.3% |
| 1Y | +49.6% | +39.7% | +9.9% | +43.3% |
| 3Y | +110.8% | +87.0% | +23.7% | +94.2% |
| 5Y | +99.1% | +53.0% | +46.1% | +86.7% |
| 10Y | +216.6% | +264.3% | -47.8% | +165.4% |
| All | +9,491.3% | +1,579.7% | +7,911.6% | +6,420.3% |
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