-0.6%
JHX vs LSCC
+101.3%
-101.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.4% |
| 7D | +6.6% | +5.0% | +1.5% | +5.2% |
| 30D | +15.6% | -11.7% | +27.4% | +18.4% |
| 3M | -4.5% | -13.3% | +8.8% | -2.4% |
| 6M | +38.5% | -12.5% | +51.0% | +39.0% |
| YTD | +40.0% | +51.2% | -11.2% | +21.4% |
| 1Y | +67.0% | +65.9% | +1.1% | +41.5% |
| 3Y | -0.6% | +95.3% | -96.0% | -24.1% |
| All | -0.6% | +101.3% | -101.9% | -24.1% |
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