+717.9%
JNJ vs LVS
+67.7%
+650.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | +4.3% | -3.9% | +8.2% | +4.6% |
| 3M | +16.5% | -12.9% | +29.3% | +17.4% |
| 6M | +13.1% | -16.9% | +30.1% | +14.2% |
| YTD | +32.1% | -31.2% | +63.4% | +34.6% |
| 1Y | +54.5% | -16.4% | +70.9% | +55.5% |
| 3Y | +82.5% | -4.4% | +87.0% | +81.3% |
| 5Y | +80.0% | +6.7% | +73.4% | +75.1% |
| 10Y | +195.7% | +1.4% | +194.2% | +184.3% |
| All | +717.9% | +67.7% | +650.1% | +633.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling