+167.2%
LTH vs CHD
+43.1%
+124.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +6.4% | +2.4% | +4.0% | +5.6% |
| 30D | +16.7% | +13.9% | +2.8% | +11.9% |
| 3M | +11.7% | +8.5% | +3.2% | +8.6% |
| 6M | +48.5% | +20.4% | +28.1% | +39.4% |
| YTD | +78.4% | +34.5% | +43.9% | +61.4% |
| 1Y | +89.7% | +33.8% | +55.9% | +71.9% |
| 3Y | +245.6% | +29.1% | +216.5% | +210.9% |
| 5Y | +142.7% | +31.2% | +111.4% | +119.5% |
| All | +167.2% | +43.1% | +124.0% | +156.9% |
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