+895.8%
CCI vs LH
+8,184.2%
-7,288.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | -0.4% | -2.5% | +2.0% | +0.3% |
| 30D | +2.7% | +4.3% | -1.6% | +1.3% |
| 3M | -18.2% | +25.5% | -43.7% | -24.0% |
| 6M | -14.8% | +17.0% | -31.7% | -19.2% |
| YTD | -12.6% | +31.3% | -43.9% | -20.1% |
| 1Y | -16.7% | +20.0% | -36.7% | -21.9% |
| 3Y | -10.5% | +63.9% | -74.4% | -24.3% |
| 5Y | -51.4% | +30.9% | -82.3% | -56.3% |
| 10Y | +20.0% | +191.4% | -171.3% | -18.2% |
| All | +895.8% | +8,184.2% | -7,288.4% | +184.2% |
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