+103.7%
JNJ vs LTH
+180.7%
-77.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | +3.5% | -1.3% | +4.7% | +3.5% |
| 30D | +12.5% | +15.7% | -3.1% | +12.0% |
| 3M | +9.6% | +5.0% | +4.6% | +9.3% |
| 6M | +25.3% | +37.7% | -12.3% | +24.1% |
| YTD | +40.3% | +75.0% | -34.7% | +37.9% |
| 1Y | +49.6% | +82.6% | -33.0% | +46.9% |
| 3Y | +110.8% | +241.3% | -130.5% | +102.7% |
| 5Y | +99.1% | +135.4% | -36.3% | +88.3% |
| All | +103.7% | +180.7% | -77.1% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling