+169.4%
CCJ vs LH
+63.5%
+105.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.6% |
| 7D | +4.2% | -3.2% | +7.4% | +4.1% |
| 30D | +3.2% | +0.1% | +3.0% | +3.2% |
| 3M | -1.8% | +18.6% | -20.5% | -0.8% |
| 6M | -13.5% | +17.9% | -31.5% | -12.7% |
| YTD | +9.7% | +28.9% | -19.2% | +11.4% |
| 1Y | +30.0% | +16.6% | +13.4% | +31.3% |
| All | +169.4% | +63.5% | +105.9% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling