+101.6%
JHX vs LII
+165.8%
-64.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | -6.3% | -6.3% | 0.0% | -3.1% |
| 30D | -7.7% | -13.0% | +5.3% | -0.7% |
| 3M | +19.2% | -29.0% | +48.2% | +40.1% |
| 6M | +38.3% | -27.7% | +65.9% | +61.1% |
| YTD | +37.2% | -24.2% | +61.4% | +55.9% |
| 1Y | +42.3% | -34.8% | +77.1% | +73.6% |
| 3Y | -4.4% | -4.2% | -0.2% | -6.2% |
| 5Y | -26.4% | +20.9% | -47.3% | -37.8% |
| All | +101.6% | +165.8% | -64.2% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling