+144.2%
LNT vs CHD
+126.1%
+18.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -1.0% | -4.5% | +3.4% | +0.8% |
| 30D | -4.2% | -6.7% | +2.5% | -1.6% |
| 3M | -6.7% | -2.7% | -4.0% | -5.9% |
| 6M | -3.6% | -4.9% | +1.4% | -2.1% |
| YTD | +5.9% | +13.3% | -7.5% | -0.2% |
| 1Y | +7.3% | +1.0% | +6.3% | +5.7% |
| 3Y | +46.5% | +1.3% | +45.1% | +42.4% |
| 5Y | +32.5% | +20.8% | +11.6% | +17.1% |
| All | +144.2% | +126.1% | +18.1% | +68.9% |
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