+18.8%
LII vs CHD
+33.2%
-14.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.6% |
| 7D | +2.9% | +3.6% | -0.7% | +1.6% |
| 30D | +0.9% | +10.4% | -9.5% | -2.7% |
| 3M | -15.5% | +12.2% | -27.7% | -19.1% |
| 6M | -30.2% | +19.9% | -50.1% | -34.8% |
| YTD | -26.8% | +36.4% | -63.3% | -34.9% |
| 1Y | -25.3% | +35.1% | -60.4% | -33.3% |
| 3Y | -7.8% | +29.2% | -36.9% | -18.3% |
| All | +18.8% | +33.2% | -14.4% | -1.6% |
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 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