+162.9%
LII vs CHD
+191.9%
-29.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -0.6% | +11.6% | -12.2% | -4.1% |
| 3M | -17.0% | +10.7% | -27.7% | -19.7% |
| 6M | -31.1% | +20.2% | -51.4% | -35.3% |
| YTD | -27.7% | +34.5% | -62.2% | -34.5% |
| 1Y | -26.2% | +32.6% | -58.7% | -32.9% |
| 3Y | -9.6% | +29.1% | -38.7% | -18.2% |
| 5Y | +15.7% | +31.5% | -15.9% | +2.9% |
| All | +162.9% | +191.9% | -29.0% | +78.5% |
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