+2,760.1%
LLY vs JHX
+2,279.7%
+480.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.5% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | -8.6% | -5.0% | -3.6% | -8.0% |
| 3M | -1.6% | +24.5% | -26.1% | -5.0% |
| 6M | +11.8% | +34.9% | -23.1% | +6.3% |
| YTD | +5.1% | +39.3% | -34.2% | -0.9% |
| 1Y | +50.7% | +48.6% | +2.2% | +40.3% |
| 3Y | +95.7% | -2.0% | +97.7% | +85.8% |
| 5Y | +390.2% | -24.4% | +414.6% | +375.7% |
| 10Y | +1,580.3% | +109.4% | +1,470.9% | +1,238.5% |
| All | +2,760.1% | +2,279.7% | +480.4% | +1,386.9% |
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