+83.4%
JNJ vs LNT
+30.4%
+53.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -4.3% | -1.1% | -3.2% | -3.9% |
| 30D | +3.0% | -1.9% | +5.0% | +3.7% |
| 3M | +12.2% | -7.2% | +19.4% | +15.6% |
| 6M | +10.5% | -3.9% | +14.4% | +12.2% |
| YTD | +30.8% | +5.9% | +24.9% | +28.0% |
| 1Y | +54.9% | +8.4% | +46.6% | +50.2% |
| 3Y | +80.7% | +46.6% | +34.0% | +56.5% |
| 5Y | +83.4% | +32.4% | +51.0% | +62.5% |
| All | +83.4% | +30.4% | +53.0% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 5y: compounded portfolio wealth divided by compounded LNT 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…
5y analysis · Full analysis span regression · 6 months rolling