+942.3%
CCL vs LH
+1,579.7%
-637.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.2% | +1.1% | -2.2% | -1.4% |
| 30D | +13.1% | +16.7% | -3.6% | +9.2% |
| 3M | +3.4% | +15.1% | -11.7% | 0.0% |
| 6M | +18.7% | +46.3% | -27.6% | +8.8% |
| YTD | -2.3% | +48.8% | -51.0% | -10.8% |
| 1Y | +14.2% | +39.7% | -25.5% | +5.8% |
| 3Y | +133.6% | +87.0% | +46.5% | +102.5% |
| 5Y | +33.5% | +53.0% | -19.5% | +20.9% |
| 10Y | -32.8% | +264.3% | -297.1% | -47.9% |
| All | +942.3% | +1,579.7% | -637.4% | +479.6% |
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 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