+1,087.9%
JNJ vs LII
+3,124.4%
-2,036.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.3% |
| 7D | +2.7% | -0.7% | +3.4% | +2.8% |
| 30D | +7.4% | -12.6% | +20.0% | +9.1% |
| 3M | +21.2% | -24.4% | +45.7% | +24.8% |
| 6M | +13.4% | -28.7% | +42.1% | +17.3% |
| YTD | +35.1% | -19.1% | +54.3% | +37.3% |
| 1Y | +57.4% | -29.7% | +87.1% | +62.5% |
| 3Y | +86.8% | +4.8% | +82.0% | +80.2% |
| 5Y | +80.8% | +24.6% | +56.2% | +68.2% |
| 10Y | +202.7% | +169.2% | +33.5% | +151.7% |
| All | +1,087.9% | +3,124.4% | -2,036.5% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling