+2,259.5%
LITE vs JNJ
+201.4%
+2,058.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.2% |
| 7D | -1.5% | +2.7% | -4.2% | -2.0% |
| 30D | +6.7% | +7.4% | -0.7% | +5.0% |
| 3M | -6.8% | +21.2% | -28.0% | -11.6% |
| 6M | +29.4% | +13.4% | +16.0% | +24.9% |
| YTD | +139.1% | +35.1% | +104.0% | +121.0% |
| 1Y | +521.0% | +57.4% | +463.6% | +451.6% |
| 3Y | +1,535.3% | +86.8% | +1,448.5% | +1,251.8% |
| 5Y | +889.8% | +80.8% | +809.0% | +719.5% |
| All | +2,259.5% | +201.4% | +2,058.0% | +1,562.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JNJ.
Daily Out/Under-Performance
Portfolio return minus JNJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JNJ 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 JNJ 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