+49.9%
LTH vs CHD
+7.1%
+42.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.3% |
| 7D | -0.6% | -2.7% | +2.0% | +0.3% |
| 30D | -4.6% | -4.6% | 0.0% | -3.0% |
| 3M | +32.8% | +5.0% | +27.8% | +30.3% |
| 6M | +64.6% | -3.2% | +67.8% | +65.2% |
| YTD | +62.6% | +18.6% | +44.0% | +52.9% |
| 1Y | +49.9% | +4.8% | +45.1% | +41.8% |
| All | +49.9% | +7.1% | +42.9% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling