+2,006.3%
LLY vs CHD
+181.4%
+1,825.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.5% | +3.6% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +19.7% | +13.5% | +6.3% | +14.6% |
| 3M | +19.3% | +8.1% | +11.1% | +16.0% |
| 6M | +49.3% | +19.9% | +29.5% | +39.8% |
| YTD | +32.0% | +34.0% | -2.0% | +18.7% |
| 1Y | +53.7% | +29.8% | +23.9% | +39.6% |
| 3Y | +143.7% | +28.7% | +115.0% | +120.3% |
| 5Y | +463.9% | +31.8% | +432.1% | +398.6% |
| 10Y | +2,006.3% | +178.2% | +1,828.2% | +1,421.5% |
| All | +2,006.3% | +181.4% | +1,825.0% | +1,421.5% |
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