+690.9%
JHX vs LDOS
+494.7%
+196.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.4% |
| 7D | +1.5% | -5.4% | +6.9% | +3.6% |
| 30D | +7.2% | +4.9% | +2.3% | +5.0% |
| 3M | +29.9% | +7.2% | +22.7% | +25.7% |
| 6M | +35.4% | -24.2% | +59.6% | +48.6% |
| YTD | +46.5% | -25.8% | +72.3% | +60.3% |
| 1Y | +55.5% | -24.7% | +80.2% | +69.0% |
| 3Y | -0.4% | +39.3% | -39.7% | -18.4% |
| 5Y | -23.3% | +43.3% | -66.6% | -39.1% |
| 10Y | +111.1% | +278.6% | -167.4% | +14.0% |
| All | +690.9% | +494.7% | +196.1% | +228.2% |
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