+67.0%
JHX vs LDOS
-29.6%
+96.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.1% |
| 7D | +6.6% | +1.9% | +4.7% | +6.3% |
| 30D | +15.6% | +12.8% | +2.9% | +13.9% |
| 3M | -4.5% | -1.0% | -3.5% | -4.8% |
| 6M | +38.5% | +6.2% | +32.3% | +36.0% |
| YTD | +40.0% | -23.2% | +63.2% | +34.8% |
| 1Y | +67.0% | -29.5% | +96.4% | +68.3% |
| All | +67.0% | -29.6% | +96.6% | +68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling