+101.6%
JHX vs LEN
+108.0%
-6.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | 0.0% |
| 7D | -6.3% | -4.8% | -1.6% | -4.3% |
| 30D | -7.7% | -6.6% | -1.2% | -5.0% |
| 3M | +19.2% | -15.7% | +34.8% | +28.2% |
| 6M | +38.3% | -16.6% | +54.9% | +50.3% |
| YTD | +37.2% | -21.3% | +58.5% | +52.6% |
| 1Y | +42.3% | -42.0% | +84.3% | +77.7% |
| 3Y | -4.4% | -27.9% | +23.5% | +8.2% |
| 5Y | -26.4% | -10.7% | -15.7% | -24.9% |
| All | +101.6% | +108.0% | -6.4% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling