+167.2%
LII vs CHD
+124.1%
+43.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -0.7% |
| 7D | +2.1% | -2.9% | +5.0% | +3.1% |
| 30D | -12.4% | -6.2% | -6.2% | -10.6% |
| 3M | -24.8% | +1.6% | -26.4% | -25.3% |
| 6M | -25.2% | -3.5% | -21.6% | -24.5% |
| YTD | -20.3% | +16.2% | -36.5% | -24.2% |
| 1Y | -32.9% | +3.4% | -36.3% | -34.0% |
| 3Y | +2.0% | +4.6% | -2.6% | -1.2% |
| 5Y | +24.4% | +21.1% | +3.3% | +14.1% |
| 10Y | +167.2% | +126.5% | +40.7% | +101.4% |
| All | +167.2% | +124.1% | +43.1% | +101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling