+568.0%
CF vs LH
+263.9%
+304.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.3% |
| 7D | -3.2% | +1.4% | -4.6% | -3.8% |
| 30D | +4.3% | +17.5% | -13.2% | -2.7% |
| 3M | +2.8% | +16.1% | -13.3% | -3.7% |
| 6M | +0.6% | +43.4% | -42.8% | -14.0% |
| YTD | +56.6% | +47.2% | +9.4% | +31.0% |
| 1Y | +49.6% | +50.1% | -0.5% | +24.0% |
| 3Y | +61.5% | +81.2% | -19.7% | +19.4% |
| 5Y | +124.0% | +63.7% | +60.2% | +68.6% |
| All | +568.0% | +263.9% | +304.1% | +249.0% |
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