+1,978.8%
LMT vs JHX
+2,243.5%
-264.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -0.2% | -6.3% | +6.1% | +0.7% |
| 30D | -13.1% | -7.7% | -5.3% | -12.2% |
| 3M | -3.9% | +19.2% | -23.0% | -6.4% |
| 6M | -18.3% | +38.3% | -56.5% | -22.5% |
| YTD | +10.3% | +37.2% | -26.9% | +4.6% |
| 1Y | +14.2% | +42.3% | -28.0% | +7.3% |
| 3Y | +35.0% | -4.4% | +39.4% | +28.5% |
| 5Y | +73.2% | -26.4% | +99.6% | +68.2% |
| 10Y | +186.8% | +106.3% | +80.6% | +127.4% |
| All | +1,978.8% | +2,243.5% | -264.7% | +1,046.2% |
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 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