+3.5%
CCL vs LH
+31.3%
-27.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | -0.1% | -0.8% | +0.7% | +0.4% |
| 30D | -20.0% | +2.0% | -22.0% | -21.0% |
| 3M | -13.7% | +24.3% | -37.9% | -24.8% |
| 6M | -9.0% | +21.1% | -30.1% | -19.4% |
| YTD | -22.8% | +30.4% | -53.3% | -35.0% |
| 1Y | -25.3% | +18.4% | -43.7% | -33.3% |
| 3Y | +54.1% | +65.5% | -11.4% | +8.9% |
| 5Y | +3.5% | +29.9% | -26.4% | -27.6% |
| All | +3.5% | +31.3% | -27.8% | -27.6% |
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