+1,352.3%
LSCC vs CHD
+180.1%
+1,172.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +5.0% | +2.4% | +2.7% | +4.9% |
| 30D | -11.7% | +13.9% | -25.7% | -12.7% |
| 3M | -13.3% | +8.5% | -21.8% | -13.9% |
| 6M | -12.5% | +20.4% | -32.9% | -14.3% |
| YTD | +51.2% | +34.5% | +16.7% | +45.9% |
| 1Y | +65.9% | +33.8% | +32.1% | +60.1% |
| 3Y | +95.3% | +29.1% | +66.2% | +86.1% |
| 5Y | +38.6% | +31.2% | +7.4% | +28.1% |
| 10Y | +1,352.3% | +193.1% | +1,159.2% | +1,048.1% |
| All | +1,352.3% | +180.1% | +1,172.2% | +1,048.1% |
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