+3,068.2%
LITE vs JNJ
+273.9%
+2,794.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JNJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.2% | +5.5% |
| 7D | -35.9% | +1.1% | -37.0% | -36.0% |
| 30D | -51.5% | +6.9% | -58.4% | -51.9% |
| 3M | -35.7% | +8.0% | -43.8% | -36.7% |
| 6M | -43.0% | +24.3% | -67.3% | -46.0% |
| YTD | +46.1% | +35.6% | +10.5% | +35.9% |
| 1Y | +124.7% | +51.1% | +73.6% | +104.0% |
| 3Y | +1,172.1% | +98.3% | +1,073.8% | +945.5% |
| 5Y | +477.0% | +94.3% | +382.7% | +371.4% |
| 10Y | +1,465.7% | +214.9% | +1,250.7% | +1,025.8% |
| All | +3,068.2% | +273.9% | +2,794.2% | +2,177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling