+421.5%
CARR vs LH
+259.3%
+162.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | 0.0% | +0.8% |
| 7D | -3.8% | -4.7% | +0.9% | -1.8% |
| 30D | -8.9% | -3.5% | -5.4% | -7.6% |
| 3M | -17.3% | +17.7% | -35.0% | -23.1% |
| 6M | -1.4% | +15.8% | -17.2% | -7.9% |
| YTD | +10.0% | +25.1% | -15.1% | -0.8% |
| 1Y | -6.4% | +12.5% | -18.9% | -12.0% |
| 3Y | +1.5% | +59.8% | -58.2% | -20.0% |
| 5Y | +9.3% | +27.1% | -17.8% | -6.4% |
| All | +421.5% | +259.3% | +162.2% | +211.3% |
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 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