+2,220.4%
JHX vs LEN
+568.7%
+1,651.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.1% | -1.6% |
| 7D | -4.9% | -7.8% | +2.9% | -2.9% |
| 30D | -9.3% | -11.0% | +1.7% | -6.6% |
| 3M | +28.1% | -12.8% | +40.9% | +32.7% |
| 6M | +35.2% | -20.2% | +55.4% | +43.7% |
| YTD | +35.9% | -23.0% | +58.9% | +45.6% |
| 1Y | +42.5% | -41.8% | +84.3% | +62.7% |
| 3Y | -4.5% | -28.8% | +24.3% | +3.8% |
| 5Y | -27.1% | -12.6% | -14.5% | -24.9% |
| 10Y | +104.2% | +101.7% | +2.5% | +69.8% |
| All | +2,220.4% | +568.7% | +1,651.7% | +1,519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling