+163.6%
CCJ vs LH
+54.4%
+109.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +5.0% | +2.5% | +2.6% | +4.6% |
| 30D | -16.7% | +18.7% | -35.4% | -19.4% |
| 3M | -27.5% | +15.3% | -42.9% | -29.5% |
| 6M | -38.6% | +45.4% | -84.0% | -43.1% |
| YTD | -21.5% | +49.5% | -71.1% | -27.9% |
| 1Y | -22.3% | +41.4% | -63.7% | -27.8% |
| 3Y | +69.9% | +87.6% | -17.7% | +38.7% |
| 5Y | +163.6% | +53.8% | +109.8% | +114.0% |
| All | +163.6% | +54.4% | +109.2% | +114.0% |
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