+17.5%
LUV vs JHX
+106.3%
-88.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -1.0% | -6.3% | +5.4% | +1.1% |
| 30D | -12.4% | -7.7% | -4.6% | -10.1% |
| 3M | -11.0% | +19.2% | -30.2% | -16.2% |
| 6M | -5.0% | +38.3% | -43.2% | -14.9% |
| YTD | -3.8% | +37.2% | -41.0% | -14.0% |
| 1Y | +25.9% | +42.3% | -16.4% | +10.4% |
| 3Y | +42.2% | -4.4% | +46.6% | +29.4% |
| 5Y | -10.8% | -26.4% | +15.6% | -13.8% |
| All | +17.5% | +106.3% | -88.8% | -21.2% |
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