+96.5%
JNJ vs LTH
+145.7%
-49.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +5.5% | +6.4% | -0.9% | +5.3% |
| 30D | +7.4% | +16.7% | -9.3% | +6.8% |
| 3M | +7.8% | +11.7% | -3.9% | +7.3% |
| 6M | +28.2% | +48.5% | -20.3% | +26.7% |
| YTD | +37.9% | +78.4% | -40.5% | +35.4% |
| 1Y | +52.4% | +89.7% | -37.3% | +49.4% |
| 3Y | +107.7% | +245.6% | -138.0% | +99.4% |
| 5Y | +96.5% | +142.7% | -46.1% | +85.7% |
| All | +96.5% | +145.7% | -49.2% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling