+47.0%
LVS vs JHX
+873.8%
-826.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -3.5% | -6.3% | +2.8% | -1.2% |
| 30D | -6.2% | -7.7% | +1.5% | -3.6% |
| 3M | -14.8% | +19.2% | -34.0% | -20.8% |
| 6M | -20.9% | +38.3% | -59.1% | -31.3% |
| YTD | -33.0% | +37.2% | -70.3% | -42.0% |
| 1Y | -20.0% | +42.3% | -62.3% | -32.5% |
| 3Y | -6.9% | -4.4% | -2.5% | -18.1% |
| 5Y | +9.1% | -26.4% | +35.5% | +3.4% |
| 10Y | -1.1% | +106.3% | -107.4% | -42.3% |
| All | +47.0% | +873.8% | -826.8% | -59.8% |
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