+2,790.8%
LII vs CHD
+4,153.2%
-1,362.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -0.6% | +2.0% | -2.6% | -1.1% |
| 30D | -4.6% | +13.0% | -17.6% | -8.0% |
| 3M | -21.2% | +6.1% | -27.3% | -22.6% |
| 6M | -36.4% | +15.9% | -52.3% | -39.3% |
| YTD | -28.9% | +31.6% | -60.5% | -34.6% |
| 1Y | -29.5% | +28.5% | -58.0% | -34.7% |
| 3Y | -8.6% | +30.5% | -39.0% | -16.5% |
| 5Y | +20.2% | +30.7% | -10.5% | +9.0% |
| 10Y | +166.2% | +184.2% | -18.0% | +89.3% |
| All | +2,790.8% | +4,153.2% | -1,362.4% | +1,150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling