+19.6%
CCI vs LH
+179.1%
-159.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | -0.1% |
| 7D | -4.4% | -7.4% | +3.0% | -1.7% |
| 30D | +0.3% | -4.6% | +4.9% | +2.0% |
| 3M | -20.0% | +14.5% | -34.5% | -24.3% |
| 6M | -14.5% | +14.8% | -29.3% | -19.4% |
| YTD | -14.9% | +23.3% | -38.1% | -22.0% |
| 1Y | -17.7% | +13.6% | -31.3% | -22.3% |
| 3Y | -12.4% | +56.3% | -68.7% | -27.7% |
| 5Y | -50.1% | +25.2% | -75.3% | -56.0% |
| All | +19.6% | +179.1% | -159.5% | -23.8% |
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