+5,083.9%
LITE vs JHX
+156.8%
+4,927.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.6% | +1.4% | +3.2% |
| 7D | -1.5% | +1.5% | -3.1% | -2.0% |
| 30D | +6.7% | +7.2% | -0.5% | +4.2% |
| 3M | -6.8% | +29.9% | -36.7% | -14.8% |
| 6M | +29.4% | +35.4% | -5.9% | +15.5% |
| YTD | +139.1% | +46.5% | +92.6% | +106.2% |
| 1Y | +521.0% | +55.5% | +465.5% | +418.1% |
| 3Y | +1,535.3% | -0.4% | +1,535.7% | +1,371.1% |
| 5Y | +889.8% | -23.3% | +913.2% | +845.3% |
| 10Y | +2,400.7% | +111.1% | +2,289.6% | +1,487.2% |
| All | +5,083.9% | +156.8% | +4,927.1% | +3,308.4% |
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