-27.2%
JHX vs LEN
-11.2%
-16.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | -0.2% |
| 7D | -6.3% | -4.8% | -1.6% | -3.8% |
| 30D | -7.7% | -6.6% | -1.2% | -4.3% |
| 3M | +19.2% | -15.7% | +34.8% | +30.7% |
| 6M | +38.3% | -16.6% | +54.9% | +53.3% |
| YTD | +37.2% | -21.3% | +58.5% | +56.4% |
| 1Y | +42.3% | -42.0% | +84.3% | +87.5% |
| 3Y | -4.4% | -27.9% | +23.5% | +9.2% |
| All | -27.2% | -11.2% | -16.0% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling