+61.5%
CF vs LH
+80.4%
-18.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -3.2% | +1.4% | -4.6% | -3.3% |
| 30D | +4.3% | +17.5% | -13.2% | +2.5% |
| 3M | +2.8% | +16.1% | -13.3% | +1.2% |
| 6M | +0.6% | +43.4% | -42.8% | -3.3% |
| YTD | +56.6% | +47.2% | +9.4% | +48.5% |
| 1Y | +49.6% | +50.1% | -0.5% | +41.4% |
| 3Y | +61.5% | +81.2% | -19.7% | +45.6% |
| All | +61.5% | +80.4% | -18.9% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling