+35.0%
LMT vs JHX
-4.5%
+39.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.2% |
| 7D | -0.2% | -6.3% | +6.1% | +0.1% |
| 30D | -13.1% | -7.7% | -5.3% | -12.8% |
| 3M | -3.9% | +19.2% | -23.0% | -4.6% |
| 6M | -18.3% | +38.3% | -56.5% | -19.5% |
| YTD | +10.3% | +37.2% | -26.9% | +8.7% |
| 1Y | +14.2% | +42.3% | -28.0% | +12.3% |
| 3Y | +35.0% | -4.4% | +39.4% | +40.0% |
| All | +35.0% | -4.5% | +39.4% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling