-15.5%
JHX vs LTH
+156.3%
-171.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.3% |
| 7D | +4.5% | +1.5% | +3.0% | +4.1% |
| 30D | -1.2% | -3.1% | +1.8% | -0.6% |
| 3M | +32.8% | +28.1% | +4.7% | +24.3% |
| 6M | +41.2% | +67.4% | -26.2% | +23.3% |
| YTD | +43.9% | +59.8% | -15.9% | +26.9% |
| 1Y | +48.0% | +45.6% | +2.4% | +33.3% |
| 3Y | +1.2% | +162.0% | -160.8% | -23.3% |
| All | -15.5% | +156.3% | -171.8% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling