+46.3%
LYB vs JHX
+106.3%
-60.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +0.3% | -6.3% | +6.6% | +2.2% |
| 30D | +2.5% | -7.7% | +10.2% | +4.7% |
| 3M | +1.4% | +19.2% | -17.8% | -5.0% |
| 6M | -3.5% | +38.3% | -41.8% | -16.2% |
| YTD | +52.0% | +37.2% | +14.8% | +32.1% |
| 1Y | +22.1% | +42.3% | -20.2% | +4.0% |
| 3Y | -22.8% | -4.4% | -18.4% | -32.3% |
| 5Y | -3.4% | -26.4% | +23.0% | -8.4% |
| All | +46.3% | +106.3% | -60.0% | -14.3% |
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