+47.2%
CAPR vs LH
+44.2%
+3.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.9% | +4.3% | +9.6% |
| 7D | +43.2% | +2.1% | +41.1% | +44.1% |
| 30D | +14.7% | +19.2% | -4.5% | +23.7% |
| 3M | +113.9% | +18.0% | +95.9% | +129.1% |
| 6M | -73.4% | +46.1% | -119.5% | -70.2% |
| YTD | -69.1% | +47.7% | -116.8% | -62.6% |
| 1Y | +47.2% | +47.2% | 0.0% | +106.8% |
| All | +47.2% | +44.2% | +3.0% | +106.8% |
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