+82.5%
JNJ vs LTH
+159.1%
-76.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -2.2% |
| 7D | -0.8% | +1.5% | -2.3% | -0.8% |
| 30D | +4.3% | -3.1% | +7.4% | +4.4% |
| 3M | +16.5% | +28.1% | -11.6% | +15.6% |
| 6M | +13.1% | +67.4% | -54.3% | +11.1% |
| YTD | +32.1% | +59.8% | -27.6% | +29.8% |
| 1Y | +54.5% | +45.6% | +8.9% | +52.3% |
| 3Y | +82.5% | +162.0% | -79.5% | +72.8% |
| All | +82.5% | +159.1% | -76.6% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling