+29.2%
CB vs LH
+48.9%
-19.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.6% |
| 7D | +0.7% | +4.8% | -4.1% | 0.0% |
| 30D | +8.2% | +18.8% | -10.6% | +5.3% |
| 3M | +6.3% | +15.7% | -9.4% | +3.9% |
| 6M | +16.2% | +46.7% | -30.5% | +8.9% |
| YTD | +19.3% | +48.9% | -29.6% | +11.5% |
| 1Y | +29.2% | +43.5% | -14.2% | +21.9% |
| All | +29.2% | +48.9% | -19.7% | +21.9% |
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