+1,236.1%
LSCC vs CHD
+182.8%
+1,053.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.2% |
| 7D | +13.0% | +2.0% | +11.0% | +12.8% |
| 30D | -19.8% | +13.0% | -32.8% | -20.6% |
| 3M | -18.4% | +6.1% | -24.5% | -18.8% |
| 6M | -16.1% | +15.9% | -32.0% | -17.5% |
| YTD | +42.7% | +31.6% | +11.1% | +37.9% |
| 1Y | +68.0% | +28.5% | +39.5% | +62.8% |
| 3Y | +85.8% | +30.5% | +55.4% | +76.2% |
| 5Y | +28.0% | +30.7% | -2.7% | +18.0% |
| All | +1,236.1% | +182.8% | +1,053.3% | +967.4% |
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 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