+251.7%
CB vs LH
+261.9%
-10.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +2.9% | +1.1% | +1.9% | +2.5% |
| 30D | +7.3% | +16.7% | -9.4% | +1.4% |
| 3M | +9.4% | +15.1% | -5.7% | +3.7% |
| 6M | +19.6% | +46.3% | -26.7% | +3.9% |
| YTD | +21.5% | +48.8% | -27.3% | +4.3% |
| 1Y | +28.0% | +39.7% | -11.7% | +12.4% |
| 3Y | +74.9% | +87.0% | -12.2% | +34.7% |
| 5Y | +108.1% | +53.0% | +55.1% | +70.6% |
| All | +251.7% | +261.9% | -10.2% | +101.2% |
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