-39.7%
CAG vs LH
+58.7%
-98.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.2% |
| 7D | -5.7% | -4.7% | -1.0% | -4.1% |
| 30D | -2.4% | -3.5% | +1.1% | -1.2% |
| 3M | +9.8% | +17.7% | -7.9% | +3.8% |
| 6M | -10.8% | +15.8% | -26.6% | -15.4% |
| YTD | -10.8% | +25.1% | -35.9% | -17.4% |
| 1Y | -19.0% | +12.5% | -31.5% | -22.7% |
| 3Y | -39.7% | +59.8% | -99.4% | -48.5% |
| All | -39.7% | +58.7% | -98.3% | -48.5% |
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