+83.4%
JNJ vs LOW
+5.8%
+77.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -4.3% | -2.6% | -1.7% | -3.9% |
| 30D | +3.0% | -11.1% | +14.2% | +5.0% |
| 3M | +12.2% | -8.5% | +20.7% | +13.7% |
| 6M | +10.5% | -20.8% | +31.3% | +14.4% |
| YTD | +30.8% | -17.2% | +48.0% | +34.2% |
| 1Y | +54.9% | -24.7% | +79.7% | +61.4% |
| 3Y | +80.7% | -9.7% | +90.4% | +81.2% |
| 5Y | +83.4% | +6.0% | +77.4% | +71.9% |
| All | +83.4% | +5.8% | +77.7% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling