+734.1%
CCL vs LH
+1,382.1%
-648.0%
-90.4%
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% | +0.4% |
| 7D | -5.0% | -2.5% | -2.6% | -4.5% |
| 30D | -20.3% | +4.3% | -24.7% | -21.1% |
| 3M | -15.1% | +25.5% | -40.7% | -19.5% |
| 6M | -15.1% | +17.0% | -32.1% | -18.0% |
| YTD | -21.8% | +31.3% | -53.0% | -26.5% |
| 1Y | -24.8% | +20.0% | -44.8% | -27.9% |
| 3Y | +51.9% | +63.9% | -12.0% | +35.7% |
| 5Y | +4.0% | +30.9% | -26.8% | -2.5% |
| 10Y | -42.2% | +191.4% | -233.6% | -53.3% |
| All | +734.1% | +1,382.1% | -648.0% | +377.5% |
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