+13.6%
LH vs CHD
+0.8%
+12.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.0% |
| 7D | -7.4% | -4.7% | -2.7% | -6.0% |
| 30D | -4.6% | -8.3% | +3.7% | -2.1% |
| 3M | +14.5% | -4.0% | +18.6% | +15.6% |
| 6M | +14.8% | -6.5% | +21.3% | +17.1% |
| YTD | +23.3% | +13.1% | +10.2% | +18.8% |
| 1Y | +13.6% | +2.3% | +11.3% | +13.1% |
| All | +13.6% | +0.8% | +12.8% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling