+25.9%
LUV vs JHX
+43.8%
-17.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -1.0% | -6.3% | +5.4% | +1.4% |
| 30D | -12.4% | -7.7% | -4.6% | -9.8% |
| 3M | -11.0% | +19.2% | -30.2% | -16.9% |
| 6M | -5.0% | +38.3% | -43.2% | -17.1% |
| YTD | -3.8% | +37.2% | -41.0% | -15.9% |
| 1Y | +25.9% | +42.3% | -16.4% | +9.4% |
| All | +25.9% | +43.8% | -17.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling