+77.6%
JHX vs LBRT
-15.3%
+93.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -0.2% | +9.2% | -9.4% | -1.4% |
| 30D | +13.1% | -27.5% | +40.6% | +17.4% |
| 3M | -10.0% | -37.9% | +27.9% | -4.8% |
| 6M | +38.9% | -60.7% | +99.6% | +55.4% |
| YTD | +34.0% | -28.5% | +62.5% | +34.5% |
| 1Y | +66.0% | -13.2% | +79.2% | +61.1% |
| 3Y | -6.2% | -28.8% | +22.5% | -10.1% |
| 5Y | -31.6% | +28.0% | -59.5% | -42.2% |
| All | +77.6% | -15.3% | +93.0% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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