-6.2%
JHX vs LII
-8.2%
+1.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.2% |
| 7D | -0.2% | +2.9% | -3.1% | -1.7% |
| 30D | +13.1% | +0.9% | +12.2% | +12.2% |
| 3M | -10.0% | -15.5% | +5.5% | -1.7% |
| 6M | +38.9% | -30.2% | +69.1% | +64.9% |
| YTD | +34.0% | -26.8% | +60.8% | +54.7% |
| 1Y | +66.0% | -25.3% | +91.2% | +89.4% |
| 3Y | -6.2% | -7.8% | +1.5% | -7.3% |
| All | -6.2% | -8.2% | +1.9% | -7.3% |
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