+222.1%
LNG vs JHX
-27.7%
+249.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -4.7% | -6.3% | +1.6% | -4.5% |
| 30D | +3.8% | -7.7% | +11.6% | +4.1% |
| 3M | +16.2% | +19.2% | -3.0% | +15.2% |
| 6M | +11.7% | +38.3% | -26.6% | +9.7% |
| YTD | +44.2% | +37.2% | +7.0% | +41.6% |
| 1Y | +18.6% | +42.3% | -23.7% | +15.9% |
| 3Y | +77.4% | -4.4% | +81.8% | +71.2% |
| All | +222.1% | -27.7% | +249.8% | +219.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling