-27.2%
JHX vs LH
+27.0%
-54.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.2% |
| 7D | -6.3% | -4.7% | -1.6% | -4.0% |
| 30D | -7.7% | -3.5% | -4.3% | -6.1% |
| 3M | +19.2% | +17.7% | +1.5% | +9.7% |
| 6M | +38.3% | +15.8% | +22.5% | +28.4% |
| YTD | +37.2% | +25.1% | +12.1% | +22.8% |
| 1Y | +42.3% | +12.5% | +29.8% | +33.3% |
| 3Y | -4.4% | +59.8% | -64.2% | -25.7% |
| All | -27.2% | +27.0% | -54.2% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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