-22.6%
JHX vs LSCC
+85.6%
-108.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.1% |
| 7D | +4.5% | +5.2% | -0.7% | +3.0% |
| 30D | -1.2% | -9.6% | +8.4% | +1.4% |
| 3M | +32.8% | -17.8% | +50.6% | +38.2% |
| 6M | +41.2% | +37.4% | +3.8% | +26.5% |
| YTD | +43.9% | +59.7% | -15.8% | +23.3% |
| 1Y | +48.0% | +76.2% | -28.2% | +22.6% |
| 3Y | +1.2% | +28.2% | -27.0% | -14.4% |
| 5Y | -22.6% | +87.2% | -109.8% | -51.3% |
| All | -22.6% | +85.6% | -108.2% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling