-77.4%
CAPR vs LH
+186.0%
-263.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | -9.5% | -0.8% | -8.7% | -9.2% |
| 30D | +121.5% | +2.0% | +119.5% | +119.5% |
| 3M | -65.4% | +24.3% | -89.6% | -69.0% |
| 6M | -67.5% | +21.1% | -88.6% | -70.6% |
| YTD | -68.6% | +30.4% | -99.1% | -72.6% |
| 1Y | +42.7% | +18.4% | +24.3% | +29.1% |
| 3Y | +43.4% | +65.5% | -22.1% | +11.6% |
| 5Y | +86.0% | +29.9% | +56.2% | +57.6% |
| 10Y | -77.4% | +186.6% | -264.0% | -89.2% |
| All | -77.4% | +186.0% | -263.4% | -89.2% |
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