+606.9%
LULU vs JHX
+539.8%
+67.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -1.6% | -6.3% | +4.7% | +0.4% |
| 30D | -18.1% | -7.7% | -10.4% | -16.2% |
| 3M | -18.8% | +19.2% | -37.9% | -23.6% |
| 6M | -39.2% | +38.3% | -77.5% | -45.8% |
| YTD | -52.4% | +37.2% | -89.6% | -57.6% |
| 1Y | -40.3% | +42.3% | -82.6% | -47.8% |
| 3Y | -75.1% | -4.4% | -70.7% | -77.3% |
| 5Y | -76.7% | -26.4% | -50.4% | -77.5% |
| 10Y | +52.7% | +106.3% | -53.5% | -1.9% |
| All | +606.9% | +539.8% | +67.1% | +144.6% |
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