+37.2%
JHX vs LCID
-95.8%
+133.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.8% | +4.6% | -2.5% |
| 7D | +1.6% | -9.3% | +10.9% | +2.5% |
| 30D | -5.0% | -35.4% | +30.4% | -1.3% |
| 3M | +24.5% | -17.1% | +41.5% | +24.6% |
| 6M | +34.9% | -58.9% | +93.8% | +43.4% |
| YTD | +39.3% | -59.6% | +98.9% | +47.7% |
| 1Y | +48.6% | -78.0% | +126.5% | +65.3% |
| 3Y | -2.0% | -92.7% | +90.7% | +14.4% |
| 5Y | -24.4% | -97.8% | +73.5% | -6.8% |
| All | +37.2% | -95.8% | +133.0% | +88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling