+8,487.5%
JNJ vs LMT
+11,954.9%
-3,467.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.7% |
| 7D | -0.8% | -1.5% | +0.8% | -0.5% |
| 30D | +4.3% | -8.2% | +12.6% | +6.2% |
| 3M | +16.5% | +3.7% | +12.8% | +15.2% |
| 6M | +13.1% | -19.2% | +32.3% | +18.1% |
| YTD | +32.1% | +12.9% | +19.3% | +27.7% |
| 1Y | +54.5% | +19.8% | +34.7% | +47.2% |
| 3Y | +82.5% | +37.3% | +45.3% | +66.9% |
| 5Y | +80.0% | +74.4% | +5.6% | +54.3% |
| 10Y | +195.7% | +188.9% | +6.8% | +124.9% |
| All | +8,487.5% | +11,954.9% | -3,467.4% | +3,240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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