+179.2%
LH vs CHD
+126.1%
+53.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -4.7% | -4.5% | -0.2% | -3.3% |
| 30D | -3.5% | -6.7% | +3.2% | -1.4% |
| 3M | +17.7% | -2.7% | +20.4% | +18.5% |
| 6M | +15.8% | -4.9% | +20.7% | +17.2% |
| YTD | +25.1% | +13.3% | +11.8% | +19.9% |
| 1Y | +12.5% | +1.0% | +11.5% | +11.5% |
| 3Y | +59.8% | +1.3% | +58.4% | +56.6% |
| 5Y | +27.1% | +20.8% | +6.2% | +15.9% |
| All | +179.2% | +126.1% | +53.1% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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