+1,094.9%
CCI vs LH
+9,335.5%
-8,240.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.4% | +2.5% | -3.9% | -2.1% |
| 30D | +12.7% | +18.7% | -6.0% | +6.8% |
| 3M | +23.0% | +15.3% | +7.7% | +17.4% |
| 6M | +0.6% | +45.4% | -44.8% | -10.8% |
| YTD | +4.9% | +49.5% | -44.6% | -8.1% |
| 1Y | +0.7% | +41.4% | -40.7% | -10.3% |
| 3Y | +10.2% | +87.6% | -77.4% | -10.7% |
| 5Y | -36.4% | +53.8% | -90.2% | -45.7% |
| 10Y | +66.6% | +266.2% | -199.5% | +6.0% |
| All | +1,094.9% | +9,335.5% | -8,240.6% | +226.9% |
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