+639.9%
JHX vs LDOS
+500.4%
+139.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.2% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | +14.8% | +10.1% | +4.7% | +10.7% |
| 3M | -8.5% | -4.7% | -3.9% | -7.2% |
| 6M | +39.2% | +5.6% | +33.7% | +35.0% |
| YTD | +37.0% | -25.1% | +62.1% | +49.2% |
| 1Y | +66.6% | -31.7% | +98.3% | +88.1% |
| 3Y | -2.7% | +33.7% | -36.4% | -18.9% |
| 5Y | -26.3% | +54.4% | -80.6% | -43.3% |
| 10Y | +121.5% | +236.4% | -114.9% | +25.1% |
| All | +639.9% | +500.4% | +139.4% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling