+431.5%
LIN vs JHX
+111.8%
+319.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +2.1% | -0.2% | +2.3% | +2.0% |
| 30D | +6.8% | +13.1% | -6.3% | +3.7% |
| 3M | +10.4% | -10.0% | +20.4% | +12.5% |
| 6M | +3.2% | +38.9% | -35.8% | -5.2% |
| YTD | +24.6% | +34.0% | -9.4% | +14.3% |
| 1Y | +24.4% | +66.0% | -41.6% | +8.4% |
| 3Y | +36.7% | -6.2% | +43.0% | +26.1% |
| 5Y | +67.0% | -31.6% | +98.6% | +64.7% |
| All | +431.5% | +111.8% | +319.7% | +255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling