+21.2%
LSCC vs CHD
+6.5%
+14.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -2.7% | +4.0% | +0.5% |
| 30D | -9.7% | -4.6% | -5.1% | -10.8% |
| 3M | -23.7% | +5.0% | -28.7% | -22.4% |
| 6M | +26.5% | -3.2% | +29.7% | +26.9% |
| YTD | +57.5% | +18.6% | +38.9% | +64.9% |
| 1Y | +75.7% | +4.8% | +70.9% | +79.9% |
| All | +21.2% | +6.5% | +14.7% | +25.7% |
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