-19.4%
JHX vs LTH
+150.5%
-169.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +1.0% |
| 7D | -6.3% | -4.0% | -2.3% | -5.3% |
| 30D | -7.7% | -5.3% | -2.5% | -6.5% |
| 3M | +19.2% | +19.0% | +0.2% | +13.7% |
| 6M | +38.3% | +55.8% | -17.5% | +23.0% |
| YTD | +37.2% | +56.1% | -18.9% | +21.8% |
| 1Y | +42.3% | +41.3% | +1.0% | +29.1% |
| 3Y | -4.4% | +156.6% | -161.0% | -27.1% |
| All | -19.4% | +150.5% | -169.9% | -43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling