+20.4%
LII vs CHD
+30.9%
-10.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.3% |
| 7D | -0.6% | +2.0% | -2.6% | -1.3% |
| 30D | -4.6% | +13.0% | -17.6% | -8.7% |
| 3M | -21.2% | +6.1% | -27.3% | -22.9% |
| 6M | -36.4% | +15.9% | -52.3% | -39.9% |
| YTD | -28.9% | +31.6% | -60.5% | -35.9% |
| 1Y | -29.5% | +28.5% | -58.0% | -35.9% |
| 3Y | -8.6% | +30.5% | -39.0% | -19.6% |
| All | +20.4% | +30.9% | -10.5% | -0.8% |
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