+55.5%
JHX vs LTH
+54.1%
+1.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.4% |
| 7D | +1.5% | -0.6% | +2.2% | +1.7% |
| 30D | +7.2% | -4.6% | +11.7% | +8.8% |
| 3M | +29.9% | +32.8% | -2.9% | +16.0% |
| 6M | +35.4% | +64.6% | -29.3% | +11.3% |
| YTD | +46.5% | +62.6% | -16.2% | +20.5% |
| 1Y | +55.5% | +49.9% | +5.6% | +30.8% |
| All | +55.5% | +54.1% | +1.4% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling