+2,382.0%
LITE vs JHX
+106.3%
+2,275.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | +5.2% | -6.3% | +11.5% | +7.5% |
| 30D | -0.6% | -7.7% | +7.2% | +2.0% |
| 3M | +4.2% | +19.2% | -15.0% | -2.4% |
| 6M | +38.0% | +38.3% | -0.3% | +20.7% |
| YTD | +151.5% | +37.2% | +114.3% | +119.2% |
| 1Y | +462.2% | +42.3% | +420.0% | +377.0% |
| 3Y | +1,810.6% | -4.4% | +1,815.0% | +1,617.4% |
| 5Y | +980.2% | -26.4% | +1,006.6% | +942.9% |
| All | +2,382.0% | +106.3% | +2,275.8% | +1,397.9% |
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 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