+202.0%
JNJ vs LSCC
+1,763.3%
-1,561.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.2% |
| 7D | +2.7% | +1.3% | +1.4% | +2.6% |
| 30D | +7.4% | -9.7% | +17.0% | +7.7% |
| 3M | +21.2% | -23.7% | +44.9% | +22.1% |
| 6M | +13.4% | +26.5% | -13.1% | +11.3% |
| YTD | +35.1% | +57.5% | -22.4% | +31.0% |
| 1Y | +57.4% | +75.7% | -18.2% | +51.5% |
| 3Y | +86.8% | +19.5% | +67.3% | +81.8% |
| 5Y | +80.8% | +83.8% | -3.0% | +65.1% |
| All | +202.0% | +1,763.3% | -1,561.3% | +114.9% |
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