+27.2%
CB vs LH
+49.3%
-22.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.9% | -0.6% |
| 7D | -1.5% | +4.6% | -6.1% | -2.2% |
| 30D | +6.5% | +19.1% | -12.6% | +3.6% |
| 3M | +4.1% | +16.7% | -12.7% | +1.5% |
| 6M | +14.4% | +47.0% | -32.6% | +7.2% |
| YTD | +17.5% | +49.3% | -31.8% | +9.8% |
| All | +27.2% | +49.3% | -22.1% | +20.0% |
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