+1,092.2%
JNJ vs LII
+2,734.1%
-1,642.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +6.9% | -4.6% | +11.5% | +7.4% |
| 3M | +8.0% | -21.2% | +29.2% | +11.0% |
| 6M | +24.3% | -36.4% | +60.7% | +30.4% |
| YTD | +35.6% | -28.9% | +64.5% | +39.8% |
| 1Y | +51.1% | -29.5% | +80.6% | +55.8% |
| 3Y | +98.3% | -8.6% | +106.9% | +94.5% |
| 5Y | +94.3% | +20.2% | +74.1% | +81.2% |
| 10Y | +214.9% | +166.2% | +48.7% | +162.0% |
| All | +1,092.2% | +2,734.1% | -1,642.0% | +669.2% |
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