+57.3%
LLY vs JHX
+44.7%
+12.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | 0.0% |
| 7D | +10.1% | +13.3% | -3.2% | +9.0% |
| 30D | +24.0% | +17.1% | +6.9% | +22.6% |
| 3M | +27.3% | +4.1% | +23.2% | +26.5% |
| 6M | +47.0% | +48.5% | -1.5% | +42.4% |
| YTD | +32.6% | +42.3% | -9.7% | +27.6% |
| 1Y | +57.3% | +47.4% | +10.0% | +51.2% |
| All | +57.3% | +44.7% | +12.6% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling