+192.5%
JNJ vs LVS
0.0%
+192.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -3.5% | -3.5% | 0.0% | -3.3% |
| 30D | +2.3% | -6.2% | +8.6% | +2.8% |
| 3M | +12.0% | -14.8% | +26.8% | +13.2% |
| 6M | +10.5% | -20.9% | +31.3% | +12.1% |
| YTD | +30.4% | -33.0% | +63.4% | +33.8% |
| 1Y | +52.1% | -20.0% | +72.2% | +53.8% |
| 3Y | +77.8% | -6.9% | +84.7% | +76.3% |
| 5Y | +82.9% | +9.1% | +73.8% | +75.0% |
| All | +192.5% | 0.0% | +192.5% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling