+89.8%
JNJ vs LTH
+150.3%
-60.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.3% |
| 7D | -4.3% | -3.7% | -0.6% | -4.2% |
| 30D | +3.0% | -5.3% | +8.3% | +3.2% |
| 3M | +12.2% | +24.2% | -12.0% | +11.6% |
| 6M | +10.5% | +54.8% | -44.4% | +9.1% |
| YTD | +30.8% | +56.1% | -25.3% | +29.1% |
| 1Y | +54.9% | +45.5% | +9.4% | +53.2% |
| 3Y | +80.7% | +155.9% | -75.2% | +74.9% |
| All | +89.8% | +150.3% | -60.5% | +80.0% |
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