-65.0%
CBRS vs LH
+45.9%
-110.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.5% | +11.7% | +11.3% |
| 7D | +21.2% | +1.1% | +20.2% | +20.9% |
| 30D | -23.2% | +16.7% | -39.9% | -25.4% |
| 3M | -52.9% | +15.1% | -68.0% | -54.3% |
| All | -65.0% | +45.9% | -110.9% | -60.3% |
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