-25.9%
CCJ vs LH
+44.2%
-70.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.9% | -5.1% | -1.6% |
| 7D | -14.5% | +2.1% | -16.6% | -14.6% |
| 30D | -18.1% | +19.2% | -37.2% | -19.1% |
| 3M | -23.0% | +18.0% | -41.0% | -23.8% |
| 6M | -39.4% | +46.1% | -85.5% | -40.5% |
| YTD | -21.7% | +47.7% | -69.3% | -23.8% |
| 1Y | -25.9% | +47.2% | -73.2% | -28.5% |
| All | -25.9% | +44.2% | -70.1% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling