-2.9%
JHX vs LII
-1.0%
-1.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -1.9% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | -5.0% | -11.2% | +6.2% | +1.3% |
| 3M | +24.5% | -28.8% | +53.3% | +46.7% |
| 6M | +34.9% | -26.9% | +61.8% | +56.3% |
| YTD | +39.3% | -22.2% | +61.5% | +56.1% |
| 1Y | +48.6% | -32.0% | +80.5% | +77.2% |
| All | -2.9% | -1.0% | -1.9% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling