+7,131.2%
CB vs LH
+1,092.0%
+6,039.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.2% | +1.4% | -1.2% | 0.0% |
| 30D | +9.1% | +17.5% | -8.4% | +6.0% |
| 3M | +3.4% | +16.1% | -12.6% | +0.6% |
| 6M | +14.1% | +43.4% | -29.3% | +7.0% |
| YTD | +18.0% | +47.2% | -29.2% | +9.9% |
| 1Y | +30.1% | +50.1% | -20.0% | +20.8% |
| 3Y | +71.8% | +81.2% | -9.4% | +53.3% |
| 5Y | +101.8% | +63.7% | +38.1% | +81.9% |
| 10Y | +252.1% | +269.2% | -17.0% | +175.6% |
| All | +7,131.2% | +1,092.0% | +6,039.2% | +4,511.2% |
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 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