+692.7%
JHX vs LPLA
+1,273.0%
-580.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | +1.6% | -1.5% | +3.1% | +2.1% |
| 30D | -5.0% | -6.0% | +1.0% | -3.2% |
| 3M | +24.5% | +21.4% | +3.1% | +16.8% |
| 6M | +34.9% | +12.1% | +22.8% | +29.2% |
| YTD | +39.3% | -1.8% | +41.2% | +38.1% |
| 1Y | +48.6% | +3.2% | +45.4% | +44.1% |
| 3Y | -2.0% | +45.9% | -48.0% | -18.4% |
| 5Y | -24.4% | +144.7% | -169.0% | -49.7% |
| 10Y | +109.4% | +1,222.4% | -1,113.0% | -21.1% |
| All | +692.7% | +1,273.0% | -580.3% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 all: compounded portfolio wealth divided by compounded LPLA 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…
all analysis · Full analysis span regression · 6 months rolling