+95.0%
JNJ vs LSCC
+26.3%
+68.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | +1.6% |
| 7D | +1.1% | +13.0% | -11.9% | +1.4% |
| 30D | +6.9% | -19.8% | +26.7% | +6.5% |
| 3M | +8.0% | -18.4% | +26.4% | +7.8% |
| 6M | +24.3% | -16.1% | +40.4% | +23.9% |
| YTD | +35.6% | +42.7% | -7.1% | +35.3% |
| 1Y | +51.1% | +68.0% | -16.9% | +50.8% |
| 3Y | +98.3% | +85.8% | +12.4% | +97.2% |
| All | +95.0% | +26.3% | +68.7% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling