-9.9%
LOW vs JHX
-4.5%
-5.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -3.7% | -6.3% | +2.6% | -2.4% |
| 30D | -8.9% | -7.7% | -1.1% | -7.3% |
| 3M | -10.4% | +19.2% | -29.6% | -13.7% |
| 6M | -19.4% | +38.3% | -57.7% | -25.0% |
| YTD | -17.1% | +37.2% | -54.3% | -22.8% |
| 1Y | -26.3% | +42.3% | -68.5% | -31.9% |
| 3Y | -9.9% | -4.4% | -5.5% | -12.1% |
| All | -9.9% | -4.5% | -5.4% | -12.1% |
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