+1.2%
JHX vs LBRT
+27.1%
-25.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.7% | -2.1% |
| 7D | +4.5% | +6.9% | -2.4% | +3.8% |
| 30D | -1.2% | +7.8% | -9.0% | -2.0% |
| 3M | +32.8% | -25.3% | +58.0% | +36.1% |
| 6M | +41.2% | -19.6% | +60.7% | +41.6% |
| YTD | +43.9% | +17.2% | +26.7% | +34.6% |
| 1Y | +48.0% | +114.1% | -66.0% | +20.8% |
| 3Y | +1.2% | +27.0% | -25.8% | -14.5% |
| All | +1.2% | +27.1% | -25.9% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling