+35.1%
LSCC vs CHD
+33.2%
+1.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.3% |
| 7D | +7.0% | +3.6% | +3.3% | +7.6% |
| 30D | -2.3% | +10.4% | -12.7% | -0.7% |
| 3M | -12.5% | +12.2% | -24.7% | -10.9% |
| 6M | -10.6% | +19.9% | -30.5% | -8.1% |
| YTD | +52.7% | +36.4% | +16.3% | +57.9% |
| 1Y | +74.0% | +35.1% | +38.8% | +79.8% |
| 3Y | +104.8% | +29.2% | +75.6% | +108.9% |
| All | +35.1% | +33.2% | +1.9% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling