+57.4%
JNJ vs LOW
-20.7%
+78.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | +2.7% | -1.7% | +4.4% | +2.9% |
| 30D | +7.4% | -7.0% | +14.4% | +8.5% |
| 3M | +21.2% | -0.9% | +22.1% | +21.2% |
| 6M | +13.4% | -20.1% | +33.5% | +16.3% |
| YTD | +35.1% | -13.9% | +49.0% | +36.8% |
| 1Y | +57.4% | -21.1% | +78.6% | +61.5% |
| All | +57.4% | -20.7% | +78.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling