+342.9%
CCJ vs LH
+28.2%
+314.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | +4.2% | -3.2% | +7.4% | +4.8% |
| 30D | +3.2% | +0.1% | +3.0% | +3.2% |
| 3M | -1.8% | +18.6% | -20.5% | -5.1% |
| 6M | -13.5% | +17.9% | -31.5% | -16.4% |
| YTD | +9.7% | +28.9% | -19.2% | +3.9% |
| 1Y | +30.0% | +16.6% | +13.4% | +25.3% |
| 3Y | +172.6% | +63.6% | +109.0% | +128.8% |
| 5Y | +342.9% | +30.0% | +312.9% | +265.2% |
| All | +342.9% | +28.2% | +314.7% | +265.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling