+61.7%
CF vs LH
+20.0%
+41.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.3% |
| 7D | +6.0% | -2.5% | +8.5% | +5.9% |
| 30D | +14.8% | +4.3% | +10.5% | +15.1% |
| 3M | +14.1% | +25.5% | -11.5% | +15.3% |
| 6M | +28.5% | +17.0% | +11.6% | +30.9% |
| YTD | +74.9% | +31.3% | +43.7% | +72.2% |
| 1Y | +61.7% | +20.0% | +41.7% | +61.4% |
| All | +61.7% | +20.0% | +41.7% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling