+207.8%
JNJ vs LSCC
+1,398.6%
-1,190.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.3% | +1.9% |
| 7D | +4.3% | +19.3% | -15.1% | +3.6% |
| 30D | +7.9% | -9.6% | +17.6% | +8.2% |
| 3M | +9.4% | -12.4% | +21.8% | +9.6% |
| 6M | +28.8% | -10.5% | +39.3% | +28.5% |
| YTD | +38.5% | +54.8% | -16.3% | +34.0% |
| 1Y | +54.6% | +79.4% | -24.8% | +48.4% |
| 3Y | +108.4% | +109.6% | -1.2% | +94.0% |
| 5Y | +99.6% | +40.4% | +59.2% | +87.0% |
| 10Y | +207.8% | +1,379.1% | -1,171.3% | +111.4% |
| All | +207.8% | +1,398.6% | -1,190.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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