+679.2%
JHX vs LDOS
+508.8%
+170.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +6.6% |
| 7D | +7.7% | -5.8% | +13.5% | +10.1% |
| 30D | +19.2% | +11.6% | +7.6% | +14.4% |
| 3M | -1.0% | -1.0% | 0.0% | -0.9% |
| 6M | +42.7% | +5.1% | +37.7% | +38.7% |
| YTD | +44.3% | -24.0% | +68.3% | +56.3% |
| 1Y | +72.2% | -30.3% | +102.4% | +92.8% |
| 3Y | +1.1% | +37.0% | -35.8% | -16.5% |
| 5Y | -23.6% | +53.4% | -76.9% | -41.0% |
| 10Y | +134.6% | +252.0% | -117.4% | +30.2% |
| All | +679.2% | +508.8% | +170.3% | +219.9% |
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