+111.8%
JHX vs LDOS
+226.9%
-115.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.2% | -1.6% | +1.4% | +0.5% |
| 30D | +13.1% | +8.2% | +4.9% | +9.8% |
| 3M | -10.0% | -8.2% | -1.8% | -7.4% |
| 6M | +38.9% | +5.8% | +33.1% | +34.7% |
| YTD | +34.0% | -27.0% | +60.9% | +47.6% |
| 1Y | +66.0% | -31.0% | +97.0% | +87.1% |
| 3Y | -6.2% | +29.3% | -35.5% | -23.2% |
| 5Y | -31.6% | +48.7% | -80.3% | -48.9% |
| All | +111.8% | +226.9% | -115.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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