+1.1%
JHX vs LDOS
+35.8%
-34.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +7.1% |
| 7D | +7.7% | -5.8% | +13.5% | +8.7% |
| 30D | +19.2% | +11.6% | +7.6% | +17.1% |
| 3M | -1.0% | -1.0% | 0.0% | -1.0% |
| 6M | +42.7% | +5.1% | +37.7% | +40.9% |
| YTD | +44.3% | -24.0% | +68.3% | +48.2% |
| 1Y | +72.2% | -30.3% | +102.4% | +79.9% |
| 3Y | +1.1% | +37.0% | -35.8% | +9.8% |
| All | +1.1% | +35.8% | -34.7% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling