+6.4%
LVS vs JHX
-27.7%
+34.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -3.5% | -6.3% | +2.8% | -2.0% |
| 30D | -6.2% | -7.7% | +1.5% | -4.5% |
| 3M | -14.8% | +19.2% | -34.0% | -18.8% |
| 6M | -20.9% | +38.3% | -59.1% | -27.9% |
| YTD | -33.0% | +37.2% | -70.3% | -39.1% |
| 1Y | -20.0% | +42.3% | -62.3% | -28.5% |
| 3Y | -6.9% | -4.4% | -2.5% | -16.2% |
| All | +6.4% | -27.7% | +34.1% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling