+162.0%
LTH vs CHD
+4.0%
+158.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.1% |
| 7D | +1.5% | -2.9% | +4.4% | +2.5% |
| 30D | -3.1% | -6.2% | +3.1% | -1.1% |
| 3M | +28.1% | +1.6% | +26.6% | +27.4% |
| 6M | +67.4% | -3.5% | +70.9% | +68.8% |
| YTD | +59.8% | +16.2% | +43.6% | +52.4% |
| 1Y | +45.6% | +3.4% | +42.2% | +43.4% |
| 3Y | +162.0% | +4.6% | +157.4% | +136.7% |
| All | +162.0% | +4.0% | +158.0% | +136.7% |
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