+16,907.8%
CAH vs LH
+1,372.9%
+15,534.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +0.5% | -0.8% | +1.3% | +0.6% |
| 30D | +1.7% | +2.0% | -0.3% | +1.4% |
| 3M | +17.9% | +24.3% | -6.4% | +13.8% |
| 6M | +10.9% | +21.1% | -10.1% | +7.4% |
| YTD | +17.9% | +30.4% | -12.6% | +12.7% |
| 1Y | +61.7% | +18.4% | +43.3% | +56.9% |
| 3Y | +183.7% | +65.5% | +118.3% | +159.9% |
| 5Y | +401.3% | +29.9% | +371.5% | +373.7% |
| 10Y | +293.7% | +186.6% | +107.0% | +227.7% |
| All | +16,907.8% | +1,372.9% | +15,534.9% | +11,576.3% |
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