+54.3%
JNJ vs LTH
+43.6%
+10.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -3.0% | -4.0% | +1.0% | -2.8% |
| 30D | +2.5% | -1.7% | +4.2% | +2.6% |
| 3M | +13.2% | +28.0% | -14.7% | +13.5% |
| 6M | +11.3% | +54.1% | -42.8% | +11.5% |
| YTD | +31.1% | +57.1% | -25.9% | +30.9% |
| 1Y | +54.3% | +45.8% | +8.6% | +53.5% |
| All | +54.3% | +43.6% | +10.8% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling