+128.4%
JHX vs LDOS
+254.8%
-126.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | +6.6% | +1.9% | +4.7% | +5.9% |
| 30D | +15.6% | +12.8% | +2.9% | +10.5% |
| 3M | -4.5% | -1.0% | -3.5% | -4.5% |
| 6M | +38.5% | +6.2% | +32.3% | +34.1% |
| YTD | +40.0% | -23.2% | +63.2% | +51.3% |
| 1Y | +67.0% | -29.5% | +96.4% | +86.9% |
| 3Y | -0.6% | +37.1% | -37.7% | -20.5% |
| 5Y | -26.1% | +55.6% | -81.7% | -45.7% |
| 10Y | +128.4% | +249.4% | -121.1% | +54.5% |
| All | +128.4% | +254.8% | -126.5% | +54.5% |
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