+2,080.1%
LLY vs CHD
+196.1%
+1,884.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.8% |
| 7D | +6.7% | +3.6% | +3.1% | +5.4% |
| 30D | +19.6% | +10.4% | +9.2% | +15.5% |
| 3M | +19.7% | +12.2% | +7.5% | +14.9% |
| 6M | +42.7% | +19.9% | +22.8% | +33.6% |
| YTD | +35.1% | +36.4% | -1.3% | +20.7% |
| 1Y | +42.2% | +35.1% | +7.1% | +27.3% |
| 3Y | +140.8% | +29.2% | +111.6% | +117.1% |
| 5Y | +480.6% | +33.4% | +447.2% | +410.5% |
| All | +2,080.1% | +196.1% | +1,884.0% | +1,416.2% |
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