+35.1%
JHX vs LCID
-95.9%
+131.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.9% |
| 7D | -6.3% | -9.8% | +3.5% | -5.4% |
| 30D | -7.7% | -35.5% | +27.7% | -4.1% |
| 3M | +19.2% | -18.4% | +37.5% | +19.5% |
| 6M | +38.3% | -60.5% | +98.8% | +47.5% |
| YTD | +37.2% | -60.1% | +97.3% | +45.6% |
| 1Y | +42.3% | -78.8% | +121.1% | +58.9% |
| 3Y | -4.4% | -92.8% | +88.4% | +11.7% |
| 5Y | -26.4% | -97.9% | +71.5% | -9.1% |
| All | +35.1% | -95.9% | +131.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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