+490.8%
LITE vs JNJ
+94.0%
+396.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +6.1% |
| 7D | -35.9% | +1.1% | -37.0% | -35.7% |
| 30D | -51.5% | +6.9% | -58.4% | -50.3% |
| 3M | -35.7% | +8.0% | -43.8% | -33.9% |
| 6M | -43.0% | +24.3% | -67.3% | -40.1% |
| YTD | +46.1% | +35.6% | +10.5% | +56.2% |
| 1Y | +124.7% | +51.1% | +73.6% | +145.4% |
| 3Y | +1,172.1% | +98.3% | +1,073.8% | +1,325.7% |
| All | +490.8% | +94.0% | +396.8% | +555.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling