+46.2%
JHX vs LBRT
+124.0%
-77.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -3.0% |
| 7D | +1.6% | +10.2% | -8.6% | +2.2% |
| 30D | -5.0% | +4.9% | -9.9% | -4.6% |
| 3M | +24.5% | -21.2% | +45.7% | +23.4% |
| 6M | +34.9% | -19.9% | +54.9% | +33.2% |
| YTD | +39.3% | +20.8% | +18.6% | +36.2% |
| All | +46.2% | +124.0% | -77.8% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling