+1,065.3%
CCJ vs LH
+179.1%
+886.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.8% |
| 7D | -3.2% | -7.4% | +4.2% | -1.1% |
| 30D | -1.3% | -4.6% | +3.3% | 0.0% |
| 3M | +2.5% | +14.5% | -12.0% | -1.4% |
| 6M | -18.9% | +14.8% | -33.7% | -22.2% |
| YTD | +6.5% | +23.3% | -16.8% | -0.1% |
| 1Y | +22.8% | +13.6% | +9.2% | +17.3% |
| 3Y | +164.5% | +56.3% | +108.1% | +123.0% |
| 5Y | +303.7% | +25.2% | +278.5% | +261.5% |
| All | +1,065.3% | +179.1% | +886.2% | +661.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling