-2.9%
JHX vs LSCC
+24.3%
-27.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.7% |
| 7D | +1.6% | +1.4% | +0.2% | +1.2% |
| 30D | -5.0% | -10.0% | +5.0% | -2.5% |
| 3M | +24.5% | -16.1% | +40.5% | +28.5% |
| 6M | +34.9% | +27.4% | +7.5% | +24.3% |
| YTD | +39.3% | +56.9% | -17.6% | +21.9% |
| 1Y | +48.6% | +74.6% | -26.0% | +26.0% |
| All | -2.9% | +24.3% | -27.3% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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