-5.6%
CAG vs LH
+44.2%
-49.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.9% | +2.0% | +4.4% |
| 7D | +9.7% | +2.1% | +7.6% | +8.7% |
| 30D | +15.8% | +19.2% | -3.4% | +7.1% |
| 3M | +1.8% | +18.0% | -16.2% | -5.5% |
| 6M | +11.5% | +46.1% | -34.6% | -6.8% |
| YTD | -6.7% | +47.7% | -54.4% | -22.7% |
| 1Y | -5.6% | +47.2% | -52.9% | -21.9% |
| All | -5.6% | +44.2% | -49.9% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling