+1,099.6%
CCJ vs LH
+2,258.9%
-1,159.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +5.0% | +2.5% | +2.6% | +4.7% |
| 30D | -16.7% | +18.7% | -35.4% | -18.9% |
| 3M | -27.5% | +15.3% | -42.9% | -29.2% |
| 6M | -38.6% | +45.4% | -84.0% | -42.2% |
| YTD | -21.5% | +49.5% | -71.1% | -26.6% |
| 1Y | -22.3% | +41.4% | -63.7% | -26.7% |
| 3Y | +69.9% | +87.6% | -17.7% | +51.5% |
| 5Y | +163.6% | +53.8% | +109.8% | +141.8% |
| 10Y | +782.3% | +266.2% | +516.1% | +599.6% |
| All | +1,099.6% | +2,258.9% | -1,159.2% | +627.3% |
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