+111.5%
JHX vs LDOS
+260.1%
-148.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -0.7% |
| 7D | +4.5% | -7.1% | +11.7% | +7.4% |
| 30D | -1.2% | -6.1% | +4.8% | +1.0% |
| 3M | +32.8% | +5.6% | +27.2% | +29.2% |
| 6M | +41.2% | -26.9% | +68.1% | +57.5% |
| YTD | +43.9% | -27.9% | +71.8% | +59.5% |
| 1Y | +48.0% | -26.8% | +74.8% | +62.7% |
| 3Y | +1.2% | +39.6% | -38.4% | -19.9% |
| 5Y | -22.6% | +39.4% | -62.0% | -40.2% |
| 10Y | +111.5% | +260.0% | -148.5% | +28.4% |
| All | +111.5% | +260.1% | -148.7% | +28.4% |
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