+195.7%
JNJ vs LII
+167.7%
+27.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.9% | -2.0% |
| 7D | -0.8% | +2.1% | -2.9% | -1.0% |
| 30D | +4.3% | -12.4% | +16.7% | +6.1% |
| 3M | +16.5% | -24.8% | +41.3% | +20.3% |
| 6M | +13.1% | -25.2% | +38.3% | +16.6% |
| YTD | +32.1% | -20.3% | +52.4% | +34.6% |
| 1Y | +54.5% | -32.9% | +87.4% | +61.2% |
| 3Y | +82.5% | +2.0% | +80.5% | +71.7% |
| 5Y | +80.0% | +24.4% | +55.6% | +59.9% |
| 10Y | +195.7% | +167.2% | +28.4% | +123.4% |
| All | +195.7% | +167.7% | +27.9% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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