+7,455.1%
LHX vs CHD
+9,738.0%
-2,282.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -4.8% | -4.7% | -0.1% | -3.7% |
| 30D | -12.7% | -8.3% | -4.4% | -10.9% |
| 3M | -17.6% | -4.0% | -13.6% | -16.8% |
| 6M | -30.7% | -6.5% | -24.2% | -29.7% |
| YTD | -14.3% | +13.1% | -27.4% | -17.1% |
| 1Y | -8.4% | +2.3% | -10.7% | -9.4% |
| 3Y | +56.7% | +1.8% | +54.9% | +54.0% |
| 5Y | +18.5% | +20.6% | -2.1% | +10.8% |
| 10Y | +229.6% | +125.6% | +103.9% | +161.3% |
| All | +7,455.1% | +9,738.0% | -2,282.9% | +2,929.6% |
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