+481.0%
CF vs LH
+267.5%
+213.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.7% |
| 7D | +4.8% | +4.8% | 0.0% | +2.7% |
| 30D | +9.7% | +18.8% | -9.1% | +1.8% |
| 3M | +1.2% | +15.7% | -14.4% | -5.1% |
| 6M | +7.4% | +46.7% | -39.3% | -9.2% |
| YTD | +60.5% | +48.9% | +11.6% | +33.4% |
| 1Y | +50.7% | +43.5% | +7.3% | +27.3% |
| 3Y | +64.8% | +86.9% | -22.1% | +19.8% |
| 5Y | +115.8% | +60.4% | +55.4% | +64.2% |
| 10Y | +481.0% | +260.7% | +220.3% | +186.8% |
| All | +481.0% | +267.5% | +213.6% | +186.8% |
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