-27.1%
JHX vs LCID
-97.9%
+70.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | -4.9% | -9.1% | +4.3% | -3.8% |
| 30D | -9.3% | -37.6% | +28.3% | -4.4% |
| 3M | +28.1% | -11.1% | +39.1% | +27.0% |
| 6M | +35.2% | -59.2% | +94.4% | +46.4% |
| YTD | +35.9% | -60.5% | +96.3% | +46.8% |
| 1Y | +42.5% | -78.5% | +121.0% | +64.3% |
| 3Y | -4.5% | -92.8% | +88.4% | +18.1% |
| 5Y | -27.1% | -97.9% | +70.8% | -2.4% |
| All | -27.1% | -97.9% | +70.8% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling