+47.4%
JHX vs LEN
-21.9%
+69.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.2% | +3.3% |
| 7D | +13.3% | +10.5% | +2.8% | +5.6% |
| 30D | +17.1% | +24.6% | -7.5% | -0.2% |
| 3M | +4.1% | +6.6% | -2.5% | -1.1% |
| 6M | +48.5% | +10.6% | +37.8% | +37.5% |
| YTD | +42.3% | -8.3% | +50.6% | +47.6% |
| 1Y | +47.4% | -22.5% | +69.9% | +61.7% |
| All | +47.4% | -21.9% | +69.3% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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