-50.3%
CCI vs LH
+28.2%
-78.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -0.3% | -3.2% | +2.9% | +1.1% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | -17.8% | +18.6% | -36.5% | -24.0% |
| 6M | -14.2% | +17.9% | -32.1% | -20.6% |
| YTD | -13.3% | +28.9% | -42.3% | -23.4% |
| 1Y | -16.6% | +16.6% | -33.2% | -22.9% |
| 3Y | -10.8% | +63.6% | -74.4% | -31.2% |
| 5Y | -50.3% | +30.0% | -80.3% | -60.3% |
| All | -50.3% | +28.2% | -78.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling