+580.6%
CF vs LH
+190.8%
+389.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.7% |
| 7D | +6.0% | -2.5% | +8.5% | +7.1% |
| 30D | +14.8% | +4.3% | +10.5% | +12.8% |
| 3M | +14.1% | +25.5% | -11.5% | +3.5% |
| 6M | +28.5% | +17.0% | +11.6% | +19.2% |
| YTD | +74.9% | +31.3% | +43.7% | +54.0% |
| 1Y | +61.7% | +20.0% | +41.7% | +47.6% |
| 3Y | +80.3% | +63.9% | +16.5% | +39.2% |
| 5Y | +226.0% | +30.9% | +195.1% | +174.1% |
| All | +580.6% | +190.8% | +389.8% | +256.4% |
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 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