+1,110.1%
CCI vs LH
+9,288.9%
-8,178.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +2.5% | +1.1% | +1.5% | +2.2% |
| 30D | +14.4% | +16.7% | -2.3% | +9.0% |
| 3M | +21.7% | +15.1% | +6.6% | +16.2% |
| 6M | +4.0% | +46.3% | -42.3% | -8.0% |
| YTD | +6.2% | +48.8% | -42.6% | -6.8% |
| 1Y | +5.4% | +39.7% | -34.3% | -5.7% |
| 3Y | +11.7% | +87.0% | -75.3% | -9.4% |
| 5Y | -35.6% | +53.0% | -88.6% | -44.9% |
| 10Y | +68.7% | +264.3% | -195.6% | +7.5% |
| All | +1,110.1% | +9,288.9% | -8,178.7% | +231.6% |
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