+8,487.5%
JNJ vs LOW
+34,691.1%
-26,203.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.9% |
| 7D | -0.8% | +0.4% | -1.1% | -0.8% |
| 30D | +4.3% | -10.1% | +14.4% | +6.2% |
| 3M | +16.5% | -2.9% | +19.3% | +16.9% |
| 6M | +13.1% | -19.4% | +32.6% | +17.0% |
| YTD | +32.1% | -15.4% | +47.6% | +35.3% |
| 1Y | +54.5% | -24.9% | +79.4% | +61.3% |
| 3Y | +82.5% | -7.8% | +90.3% | +82.7% |
| 5Y | +80.0% | +8.4% | +71.6% | +73.3% |
| 10Y | +195.7% | +226.8% | -31.1% | +129.2% |
| All | +8,487.5% | +34,691.1% | -26,203.6% | +2,559.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling