+2,243.5%
JHX vs LUMN
-23.4%
+2,266.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | -6.3% | +2.5% | -8.8% | -6.7% |
| 30D | -7.7% | +10.3% | -18.1% | -9.4% |
| 3M | +19.2% | -18.3% | +37.4% | +22.6% |
| 6M | +38.3% | +4.4% | +33.9% | +35.6% |
| YTD | +37.2% | -10.7% | +47.9% | +36.2% |
| 1Y | +42.3% | +14.0% | +28.3% | +32.6% |
| 3Y | -4.4% | +406.6% | -411.0% | -47.7% |
| 5Y | -26.4% | -36.8% | +10.4% | -33.3% |
| 10Y | +106.3% | -56.2% | +162.4% | +84.4% |
| All | +2,243.5% | -23.4% | +2,266.9% | +1,624.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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