+168.9%
LII vs CHD
+196.6%
-27.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -1.7% | +12.2% | -13.8% | -5.3% |
| 3M | -18.3% | +9.3% | -27.6% | -20.7% |
| 6M | -32.3% | +24.3% | -56.6% | -37.1% |
| YTD | -27.1% | +34.9% | -62.0% | -34.1% |
| 1Y | -27.2% | +32.7% | -59.9% | -33.8% |
| 3Y | -8.9% | +29.4% | -38.4% | -17.7% |
| 5Y | +19.7% | +31.7% | -12.0% | +6.4% |
| 10Y | +168.9% | +191.7% | -22.8% | +81.2% |
| All | +168.9% | +196.6% | -27.7% | +81.2% |
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