+49.2%
CF vs LH
+42.6%
+6.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.6% |
| 7D | +4.8% | +4.8% | 0.0% | +5.3% |
| 30D | +9.7% | +18.8% | -9.1% | +11.3% |
| 3M | +1.2% | +15.7% | -14.4% | +2.6% |
| 6M | +7.4% | +46.7% | -39.3% | +13.6% |
| YTD | +60.5% | +48.9% | +11.6% | +60.8% |
| All | +49.2% | +42.6% | +6.7% | +54.2% |
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