+35.0%
LMT vs CHD
+0.7%
+34.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -0.2% | -4.5% | +4.3% | +0.7% |
| 30D | -13.1% | -6.7% | -6.3% | -11.8% |
| 3M | -3.9% | -2.7% | -1.2% | -3.4% |
| 6M | -18.3% | -4.9% | -13.3% | -17.5% |
| YTD | +10.3% | +13.3% | -3.0% | +7.1% |
| 1Y | +14.2% | +1.0% | +13.2% | +13.5% |
| 3Y | +35.0% | +1.3% | +33.7% | +36.4% |
| All | +35.0% | +0.7% | +34.3% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling