-43.4%
CCL vs LH
+179.1%
-222.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +2.0% |
| 7D | -4.3% | -7.4% | +3.1% | +0.7% |
| 30D | -19.0% | -4.6% | -14.4% | -16.5% |
| 3M | -13.1% | +14.5% | -27.6% | -21.3% |
| 6M | -13.3% | +14.8% | -28.1% | -21.4% |
| YTD | -25.2% | +23.3% | -48.5% | -35.8% |
| 1Y | -27.2% | +13.6% | -40.8% | -34.1% |
| 3Y | +49.2% | +56.3% | -7.1% | +5.8% |
| 5Y | +0.4% | +25.2% | -24.8% | -18.9% |
| All | -43.4% | +179.1% | -222.5% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling