+98.3%
JNJ vs LSCC
+81.4%
+16.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +1.7% |
| 7D | +1.1% | +13.0% | -11.9% | +1.7% |
| 30D | +6.9% | -19.8% | +26.7% | +6.1% |
| 3M | +8.0% | -18.4% | +26.4% | +7.5% |
| 6M | +24.3% | -16.1% | +40.4% | +23.7% |
| YTD | +35.6% | +42.7% | -7.1% | +36.1% |
| 1Y | +51.1% | +68.0% | -16.9% | +52.2% |
| 3Y | +98.3% | +85.8% | +12.4% | +97.9% |
| All | +98.3% | +81.4% | +16.9% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling