+47.4%
JHX vs LII
-26.0%
+73.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +6.2% |
| 7D | +13.3% | +7.9% | +5.4% | +8.5% |
| 30D | +17.1% | -0.6% | +17.7% | +16.9% |
| 3M | +4.1% | -19.3% | +23.4% | +17.2% |
| 6M | +48.5% | -29.8% | +78.3% | +75.8% |
| YTD | +42.3% | -25.4% | +67.7% | +60.3% |
| 1Y | +47.4% | -26.2% | +73.6% | +67.2% |
| All | +47.4% | -26.0% | +73.4% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling