+2,279.7%
JHX vs LH
+834.6%
+1,445.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.8% |
| 7D | +1.6% | -3.2% | +4.8% | +2.7% |
| 30D | -5.0% | +0.1% | -5.1% | -5.0% |
| 3M | +24.5% | +18.6% | +5.8% | +17.4% |
| 6M | +34.9% | +17.9% | +17.0% | +27.7% |
| YTD | +39.3% | +28.9% | +10.4% | +28.1% |
| 1Y | +48.6% | +16.6% | +31.9% | +40.8% |
| 3Y | -2.0% | +63.6% | -65.6% | -17.5% |
| 5Y | -24.4% | +30.0% | -54.4% | -32.1% |
| 10Y | +109.4% | +191.9% | -82.5% | +44.6% |
| All | +2,279.7% | +834.6% | +1,445.1% | +1,402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling