+3,549.0%
LRCX vs JHX
+106.3%
+3,442.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -3.1% | -6.3% | +3.3% | -0.2% |
| 30D | -8.6% | -7.7% | -0.8% | -5.4% |
| 3M | -17.7% | +19.2% | -36.9% | -24.4% |
| 6M | +36.4% | +38.3% | -1.9% | +17.2% |
| YTD | +74.5% | +37.2% | +37.3% | +50.5% |
| 1Y | +159.4% | +42.3% | +117.2% | +117.1% |
| 3Y | +361.6% | -4.4% | +366.0% | +302.7% |
| 5Y | +425.2% | -26.4% | +451.6% | +408.0% |
| All | +3,549.0% | +106.3% | +3,442.8% | +1,885.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling