-9.3%
LHX vs JHX
+44.7%
-54.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +8.3% | -14.7% | -7.4% |
| 7D | -0.3% | +13.3% | -13.6% | -2.0% |
| 30D | +9.7% | +17.1% | -7.5% | +7.3% |
| 3M | -8.5% | +4.1% | -12.6% | -9.2% |
| 6M | -15.1% | +48.5% | -63.6% | -20.4% |
| YTD | -10.4% | +42.3% | -52.7% | -16.7% |
| 1Y | -9.3% | +47.4% | -56.7% | -16.4% |
| All | -9.3% | +44.7% | -54.0% | -16.4% |
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