+208.1%
C vs LH
+80.4%
+127.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -2.4% | +1.4% | -3.8% | -2.9% |
| 30D | -6.0% | +17.5% | -23.5% | -11.1% |
| 3M | -10.5% | +16.1% | -26.6% | -15.3% |
| 6M | -5.7% | +43.4% | -49.1% | -17.8% |
| YTD | +4.1% | +47.2% | -43.1% | -10.7% |
| 1Y | +20.5% | +50.1% | -29.6% | +2.3% |
| 3Y | +208.1% | +81.2% | +127.0% | +129.9% |
| All | +208.1% | +80.4% | +127.7% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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