+3,409.5%
LITE vs JHX
+134.9%
+3,274.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.8% |
| 7D | +10.8% | -0.2% | +11.0% | +10.9% |
| 30D | -33.4% | +13.1% | -46.5% | -36.4% |
| 3M | -32.2% | -10.0% | -22.2% | -30.5% |
| 6M | -42.1% | +38.9% | -81.0% | -49.0% |
| YTD | +61.9% | +34.0% | +27.9% | +42.5% |
| 1Y | +163.0% | +66.0% | +97.0% | +115.2% |
| 3Y | +1,358.0% | -6.2% | +1,364.3% | +1,230.1% |
| 5Y | +549.9% | -31.6% | +581.5% | +540.7% |
| 10Y | +1,530.1% | +116.6% | +1,413.5% | +946.7% |
| All | +3,409.5% | +134.9% | +3,274.6% | +2,256.4% |
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