+28.6%
LH vs CHD
+20.9%
+7.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -4.7% | -4.5% | -0.2% | -3.4% |
| 30D | -3.5% | -6.7% | +3.2% | -1.6% |
| 3M | +17.7% | -2.7% | +20.4% | +18.4% |
| 6M | +15.8% | -4.9% | +20.7% | +17.1% |
| YTD | +25.1% | +13.3% | +11.8% | +20.4% |
| 1Y | +12.5% | +1.0% | +11.5% | +11.6% |
| 3Y | +59.8% | +1.3% | +58.4% | +57.0% |
| All | +28.6% | +20.9% | +7.7% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling