+18.7%
LHX vs CHD
+20.9%
-2.2%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -4.3% | -4.5% | +0.2% | -3.3% |
| 30D | -15.1% | -6.7% | -8.4% | -13.9% |
| 3M | -21.0% | -2.7% | -18.2% | -20.5% |
| 6M | -32.0% | -4.9% | -27.1% | -31.3% |
| YTD | -15.3% | +13.3% | -28.7% | -17.5% |
| 1Y | -11.1% | +1.0% | -12.1% | -11.2% |
| 3Y | +54.0% | +1.3% | +52.7% | +52.8% |
| All | +18.7% | +20.9% | -2.2% | +11.1% |
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 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