-4.1%
LHX vs JHX
+56.2%
-60.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.0% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | -9.9% | +7.2% | -17.1% | -10.8% |
| 3M | -16.5% | +29.9% | -46.4% | -19.8% |
| 6M | -29.6% | +35.4% | -65.0% | -33.0% |
| YTD | -11.6% | +46.5% | -58.0% | -17.4% |
| 1Y | -4.1% | +55.5% | -59.6% | -10.5% |
| All | -4.1% | +56.2% | -60.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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