+135.2%
LTH vs CHD
+21.9%
+113.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | -4.0% | -4.2% | +0.2% | -2.6% |
| 30D | -1.7% | -7.6% | +5.9% | +0.9% |
| 3M | +28.0% | -1.6% | +29.6% | +28.5% |
| 6M | +54.1% | -6.3% | +60.4% | +56.9% |
| YTD | +57.1% | +14.6% | +42.5% | +49.8% |
| 1Y | +45.8% | +1.6% | +44.2% | +44.3% |
| 3Y | +157.6% | +3.1% | +154.4% | +149.3% |
| All | +135.2% | +21.9% | +113.3% | +138.5% |
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