+1,580.3%
LLY vs CHD
+123.8%
+1,456.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.5% |
| 7D | -3.1% | -4.2% | +1.1% | -1.7% |
| 30D | -8.6% | -7.6% | -1.0% | -6.2% |
| 3M | -1.6% | -1.6% | -0.1% | -1.3% |
| 6M | +11.8% | -6.3% | +18.2% | +14.0% |
| YTD | +5.1% | +14.6% | -9.5% | -0.1% |
| 1Y | +50.7% | +1.6% | +49.1% | +48.9% |
| 3Y | +95.7% | +3.1% | +92.5% | +90.9% |
| 5Y | +390.2% | +21.1% | +369.1% | +347.0% |
| 10Y | +1,580.3% | +128.6% | +1,451.7% | +1,197.5% |
| All | +1,580.3% | +123.8% | +1,456.5% | +1,197.5% |
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