+1,372.9%
LH vs CHD
+11,577.8%
-10,204.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -0.8% | -2.9% | +2.1% | -0.1% |
| 30D | +2.0% | -6.2% | +8.2% | +3.5% |
| 3M | +24.3% | +1.6% | +22.7% | +23.7% |
| 6M | +21.1% | -3.5% | +24.6% | +21.8% |
| YTD | +30.4% | +16.2% | +14.2% | +25.6% |
| 1Y | +18.4% | +3.4% | +15.0% | +17.0% |
| 3Y | +65.5% | +4.6% | +60.9% | +62.0% |
| 5Y | +29.9% | +21.1% | +8.7% | +22.0% |
| 10Y | +186.6% | +126.5% | +60.1% | +130.5% |
| All | +1,372.9% | +11,577.8% | -10,204.9% | +376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling