-37.7%
CAG vs LH
+183.3%
-220.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -5.7% | -4.7% | -1.0% | -4.7% |
| 30D | -2.4% | -3.5% | +1.1% | -1.6% |
| 3M | +9.8% | +17.7% | -7.9% | +5.8% |
| 6M | -10.8% | +15.8% | -26.6% | -13.8% |
| YTD | -10.8% | +25.1% | -35.9% | -15.2% |
| 1Y | -19.0% | +12.5% | -31.5% | -21.3% |
| 3Y | -39.7% | +59.8% | -99.4% | -45.8% |
| 5Y | -43.0% | +27.1% | -70.1% | -47.0% |
| All | -37.7% | +183.3% | -220.9% | -51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling