+99.8%
JNJ vs LTH
+186.8%
-86.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.5% | +0.3% | +1.2% | +1.5% |
| 30D | +6.3% | +17.7% | -11.4% | +5.7% |
| 3M | +8.5% | +8.5% | 0.0% | +8.1% |
| 6M | +28.0% | +46.9% | -18.9% | +26.5% |
| YTD | +37.7% | +78.8% | -41.1% | +35.2% |
| 1Y | +47.9% | +84.9% | -37.0% | +45.1% |
| 3Y | +107.4% | +246.4% | -139.0% | +99.3% |
| 5Y | +97.7% | +129.6% | -31.8% | +86.4% |
| All | +99.8% | +186.8% | -86.9% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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