-11.1%
LHX vs JHX
+43.8%
-54.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -4.3% | -6.3% | +2.1% | -3.4% |
| 30D | -15.1% | -7.7% | -7.4% | -14.3% |
| 3M | -21.0% | +19.2% | -40.1% | -23.1% |
| 6M | -32.0% | +38.3% | -70.3% | -35.6% |
| YTD | -15.3% | +37.2% | -52.5% | -20.2% |
| 1Y | -11.1% | +42.3% | -53.3% | -15.5% |
| All | -11.1% | +43.8% | -54.8% | -15.5% |
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