+1,583.6%
CCJ vs LH
+1,971.1%
-387.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.7% | -2.5% | +3.2% | +1.1% |
| 30D | +6.9% | +4.3% | +2.5% | +6.2% |
| 3M | -11.6% | +25.5% | -37.2% | -14.9% |
| 6M | -16.2% | +17.0% | -33.2% | -18.4% |
| YTD | +10.1% | +31.3% | -21.2% | +5.2% |
| 1Y | +32.3% | +20.0% | +12.3% | +27.8% |
| 3Y | +171.3% | +63.9% | +107.4% | +147.2% |
| 5Y | +372.4% | +30.9% | +341.5% | +344.3% |
| 10Y | +1,070.0% | +191.4% | +878.7% | +859.0% |
| All | +1,583.6% | +1,971.1% | -387.4% | +942.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling