+192.5%
JNJ vs LOW
+233.5%
-41.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -3.5% | -3.7% | +0.2% | -2.8% |
| 30D | +2.3% | -8.9% | +11.2% | +4.2% |
| 3M | +12.0% | -10.4% | +22.4% | +14.3% |
| 6M | +10.5% | -19.4% | +29.9% | +14.9% |
| YTD | +30.4% | -17.1% | +47.5% | +34.6% |
| 1Y | +52.1% | -26.3% | +78.4% | +60.6% |
| 3Y | +77.8% | -9.9% | +87.7% | +78.5% |
| 5Y | +82.9% | +6.1% | +76.8% | +74.5% |
| All | +192.5% | +233.5% | -41.0% | +124.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling