+274.3%
LTH vs CHD
+30.6%
+243.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.7% |
| 7D | +4.5% | +2.0% | +2.5% | +3.8% |
| 30D | +16.3% | +13.0% | +3.3% | +11.9% |
| 3M | +8.4% | +6.1% | +2.3% | +6.3% |
| 6M | +40.3% | +15.9% | +24.4% | +33.6% |
| YTD | +77.3% | +31.6% | +45.7% | +62.3% |
| 1Y | +88.0% | +28.5% | +59.5% | +73.3% |
| 3Y | +274.3% | +30.5% | +243.8% | +217.7% |
| All | +274.3% | +30.6% | +243.7% | +217.7% |
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