+87.0%
LH vs CHD
+31.2%
+55.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +1.1% | +3.6% | -2.6% | 0.0% |
| 30D | +16.7% | +10.4% | +6.3% | +13.4% |
| 3M | +15.1% | +12.2% | +2.9% | +11.2% |
| 6M | +46.3% | +19.9% | +26.4% | +38.5% |
| YTD | +48.8% | +36.4% | +12.4% | +36.0% |
| 1Y | +39.7% | +35.1% | +4.6% | +27.9% |
| 3Y | +87.0% | +29.2% | +57.9% | +71.8% |
| All | +87.0% | +31.2% | +55.8% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling