+1,563.7%
LITE vs JNJ
+86.7%
+1,477.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +3.4% |
| 7D | -1.5% | +2.7% | -4.2% | 0.0% |
| 30D | +6.7% | +7.4% | -0.7% | +11.2% |
| 3M | -6.8% | +21.2% | -28.0% | +2.1% |
| 6M | +29.4% | +13.4% | +16.0% | +38.9% |
| YTD | +139.1% | +35.1% | +104.0% | +175.9% |
| 1Y | +521.0% | +57.4% | +463.6% | +678.1% |
| All | +1,563.7% | +86.7% | +1,477.0% | +2,072.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling