+18.7%
LHX vs JHX
-27.7%
+46.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -4.3% | -6.3% | +2.1% | -3.7% |
| 30D | -15.1% | -7.7% | -7.4% | -14.6% |
| 3M | -21.0% | +19.2% | -40.1% | -22.3% |
| 6M | -32.0% | +38.3% | -70.3% | -34.1% |
| YTD | -15.3% | +37.2% | -52.5% | -18.0% |
| 1Y | -11.1% | +42.3% | -53.3% | -14.2% |
| 3Y | +54.0% | -4.4% | +58.4% | +48.4% |
| All | +18.7% | -27.7% | +46.4% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling