-24.4%
JHX vs LBRT
+138.4%
-162.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -3.6% |
| 7D | +1.6% | +10.2% | -8.6% | +0.3% |
| 30D | -5.0% | +4.9% | -9.9% | -5.7% |
| 3M | +24.5% | -21.2% | +45.7% | +27.2% |
| 6M | +34.9% | -19.9% | +54.9% | +36.1% |
| YTD | +39.3% | +20.8% | +18.6% | +30.4% |
| 1Y | +48.6% | +123.5% | -75.0% | +22.3% |
| 3Y | -2.0% | +30.9% | -33.0% | -14.8% |
| 5Y | -24.4% | +136.3% | -160.7% | -42.6% |
| All | -24.4% | +138.4% | -162.8% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling