+94.2%
JHX vs LBRT
+33.5%
+60.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | +1.5% | +8.7% | -7.2% | +0.3% |
| 30D | +7.2% | +6.6% | +0.6% | +6.0% |
| 3M | +29.9% | -34.5% | +64.4% | +36.7% |
| 6M | +35.4% | -24.5% | +59.9% | +38.1% |
| YTD | +46.5% | +12.7% | +33.7% | +39.3% |
| 1Y | +55.5% | +94.8% | -39.3% | +33.0% |
| 3Y | -0.4% | +31.9% | -32.3% | -12.1% |
| 5Y | -23.3% | +111.8% | -135.1% | -39.5% |
| All | +94.2% | +33.5% | +60.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling