+8,399.1%
JNJ vs LHX
+7,852.8%
+546.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.3% | -4.8% | +0.5% | -3.6% |
| 30D | +3.0% | -12.7% | +15.8% | +5.1% |
| 3M | +12.2% | -17.6% | +29.9% | +15.4% |
| 6M | +10.5% | -30.7% | +41.2% | +16.4% |
| YTD | +30.8% | -14.3% | +45.1% | +33.4% |
| 1Y | +54.9% | -8.4% | +63.3% | +56.3% |
| 3Y | +80.7% | +56.7% | +24.0% | +67.5% |
| 5Y | +83.4% | +18.5% | +65.0% | +75.8% |
| 10Y | +195.7% | +229.6% | -33.9% | +144.6% |
| All | +8,399.1% | +7,852.8% | +546.3% | +4,750.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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