+1,549.9%
LLY vs JHX
+106.3%
+1,443.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -2.9% | -6.3% | +3.4% | -2.1% |
| 30D | -8.4% | -7.7% | -0.7% | -7.5% |
| 3M | -3.8% | +19.2% | -22.9% | -6.4% |
| 6M | +11.9% | +38.3% | -26.3% | +6.1% |
| YTD | +4.3% | +37.2% | -32.9% | -1.4% |
| 1Y | +48.5% | +42.3% | +6.2% | +39.1% |
| 3Y | +91.2% | -4.4% | +95.6% | +80.8% |
| 5Y | +387.5% | -26.4% | +413.9% | +373.7% |
| All | +1,549.9% | +106.3% | +1,443.6% | +1,197.0% |
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 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