+487.0%
CF vs LH
+259.5%
+227.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | -0.9% | +4.6% | -5.4% | -2.8% |
| 30D | +6.9% | +19.1% | -12.2% | -0.9% |
| 3M | +4.8% | +16.7% | -11.9% | -2.1% |
| 6M | +4.7% | +47.0% | -42.4% | -11.6% |
| YTD | +56.5% | +49.3% | +7.2% | +29.9% |
| 1Y | +48.4% | +48.6% | -0.2% | +23.3% |
| 3Y | +59.1% | +87.8% | -28.7% | +15.3% |
| 5Y | +109.5% | +65.0% | +44.5% | +56.8% |
| 10Y | +487.0% | +275.0% | +212.0% | +177.5% |
| All | +487.0% | +259.5% | +227.5% | +177.5% |
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 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