+3,188.9%
LII vs CHD
+3,733.8%
-545.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -2.7% | +1.9% | +0.1% |
| 30D | -12.6% | -4.6% | -8.0% | -11.4% |
| 3M | -24.4% | +5.0% | -29.5% | -25.7% |
| 6M | -28.7% | -3.2% | -25.5% | -28.2% |
| YTD | -19.1% | +18.6% | -37.8% | -23.3% |
| 1Y | -29.7% | +4.8% | -34.5% | -31.0% |
| 3Y | +4.8% | +6.1% | -1.4% | +1.4% |
| 5Y | +24.6% | +24.0% | +0.6% | +14.7% |
| 10Y | +169.2% | +124.5% | +44.8% | +104.5% |
| All | +3,188.9% | +3,733.8% | -545.0% | +1,366.0% |
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