+2,276.5%
LHX vs JHX
+2,243.5%
+33.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -4.3% | -6.3% | +2.1% | -3.0% |
| 30D | -15.1% | -7.7% | -7.4% | -13.9% |
| 3M | -21.0% | +19.2% | -40.1% | -24.0% |
| 6M | -32.0% | +38.3% | -70.3% | -37.0% |
| YTD | -15.3% | +37.2% | -52.5% | -21.6% |
| 1Y | -11.1% | +42.3% | -53.3% | -18.6% |
| 3Y | +54.0% | -4.4% | +58.4% | +43.5% |
| 5Y | +17.1% | -26.4% | +43.5% | +12.3% |
| 10Y | +225.8% | +106.3% | +119.5% | +132.8% |
| All | +2,276.5% | +2,243.5% | +33.0% | +878.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling