-4.4%
JHX vs LNT
+46.9%
-51.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.3% | -1.0% | -5.3% | -6.0% |
| 30D | -7.7% | -4.2% | -3.5% | -6.3% |
| 3M | +19.2% | -6.7% | +25.8% | +22.2% |
| 6M | +38.3% | -3.6% | +41.8% | +39.7% |
| YTD | +37.2% | +5.9% | +31.3% | +33.6% |
| 1Y | +42.3% | +7.3% | +35.0% | +37.7% |
| 3Y | -4.4% | +46.5% | -50.9% | -19.9% |
| All | -4.4% | +46.9% | -51.3% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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