+1,117.6%
JNJ vs LII
+2,796.3%
-1,678.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.2% | -0.1% | +1.9% |
| 7D | +4.3% | -1.2% | +5.4% | +4.4% |
| 30D | +7.9% | -2.0% | +9.9% | +8.1% |
| 3M | +9.4% | -20.2% | +29.6% | +12.2% |
| 6M | +28.8% | -32.5% | +61.4% | +34.2% |
| YTD | +38.5% | -27.4% | +65.9% | +42.4% |
| 1Y | +54.6% | -28.2% | +82.8% | +59.1% |
| 3Y | +108.4% | -7.2% | +115.6% | +104.1% |
| 5Y | +99.6% | +19.9% | +79.7% | +86.3% |
| 10Y | +207.8% | +168.6% | +39.1% | +155.7% |
| All | +1,117.6% | +2,796.3% | -1,678.7% | +683.6% |
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