+25.9%
LMT vs CHD
+30.9%
-5.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.6% | -9.5% | -7.5% |
| 7D | -5.5% | +6.9% | -12.5% | -7.2% |
| 30D | +17.5% | +17.1% | +0.3% | +12.8% |
| 3M | +1.6% | +9.1% | -7.5% | -0.9% |
| 6M | +16.3% | +21.4% | -5.1% | +10.7% |
| YTD | +25.3% | +34.9% | -9.6% | +14.3% |
| 1Y | +25.9% | +31.0% | -5.2% | +15.2% |
| All | +25.9% | +30.9% | -5.1% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling