+54.0%
LHX vs CHD
+0.7%
+53.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -4.3% | -4.5% | +0.2% | -3.4% |
| 30D | -15.1% | -6.7% | -8.4% | -14.0% |
| 3M | -21.0% | -2.7% | -18.2% | -20.5% |
| 6M | -32.0% | -4.9% | -27.1% | -31.4% |
| YTD | -15.3% | +13.3% | -28.7% | -16.7% |
| 1Y | -11.1% | +1.0% | -12.1% | -10.7% |
| 3Y | +54.0% | +1.3% | +52.7% | +54.4% |
| All | +54.0% | +0.7% | +53.3% | +54.4% |
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 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