+425.9%
CARR vs LH
+270.3%
+155.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.5% |
| 7D | +0.6% | -3.2% | +3.8% | +2.0% |
| 30D | -8.7% | +0.1% | -8.8% | -8.8% |
| 3M | -18.4% | +18.6% | -37.0% | -24.3% |
| 6M | -0.6% | +17.9% | -18.5% | -7.8% |
| YTD | +10.9% | +28.9% | -18.0% | -1.1% |
| 1Y | -7.3% | +16.6% | -23.9% | -14.2% |
| 3Y | +2.9% | +63.6% | -60.6% | -19.7% |
| 5Y | +9.6% | +30.0% | -20.4% | -7.0% |
| All | +425.9% | +270.3% | +155.6% | +210.1% |
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