+1,014.7%
LITE vs JHX
-24.7%
+1,039.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.2% | +2.0% |
| 7D | +13.6% | +1.6% | +12.0% | +12.9% |
| 30D | +21.6% | -5.0% | +26.6% | +23.2% |
| 3M | +20.3% | +24.5% | -4.1% | +11.9% |
| 6M | +54.4% | +34.9% | +19.5% | +38.2% |
| YTD | +168.3% | +39.3% | +129.0% | +136.3% |
| 1Y | +551.8% | +48.6% | +503.2% | +454.4% |
| 3Y | +1,891.5% | -2.0% | +1,893.5% | +1,668.2% |
| 5Y | +1,014.7% | -24.4% | +1,039.1% | +962.0% |
| All | +1,014.7% | -24.7% | +1,039.4% | +962.0% |
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