+609.2%
CAG vs LH
+1,372.9%
-763.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | -5.3% | -0.8% | -4.4% | -5.2% |
| 30D | +1.0% | +2.0% | -1.0% | +0.8% |
| 3M | +17.4% | +24.3% | -6.9% | +15.2% |
| 6M | -16.8% | +21.1% | -37.9% | -18.2% |
| YTD | -6.8% | +30.4% | -37.2% | -8.8% |
| 1Y | -15.4% | +18.4% | -33.8% | -16.6% |
| 3Y | -37.1% | +65.5% | -102.6% | -39.7% |
| 5Y | -41.3% | +29.9% | -71.1% | -42.9% |
| 10Y | -35.5% | +186.6% | -222.1% | -41.4% |
| All | +609.2% | +1,372.9% | -763.6% | +476.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling