+8,374.5%
JNJ vs LUMN
+156.1%
+8,218.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -3.5% | +2.5% | -6.0% | -3.7% |
| 30D | +2.3% | +10.3% | -8.0% | +1.4% |
| 3M | +12.0% | -18.3% | +30.2% | +13.4% |
| 6M | +10.5% | +4.4% | +6.1% | +8.9% |
| YTD | +30.4% | -10.7% | +41.1% | +29.2% |
| 1Y | +52.1% | +14.0% | +38.2% | +45.8% |
| 3Y | +77.8% | +406.6% | -328.8% | +25.0% |
| 5Y | +82.9% | -36.8% | +119.7% | +69.7% |
| 10Y | +194.8% | -56.2% | +251.0% | +170.1% |
| All | +8,374.5% | +156.1% | +8,218.4% | +4,887.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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