+73.0%
CF vs LH
+64.2%
+8.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.1% |
| 7D | +6.0% | -2.5% | +8.5% | +6.3% |
| 30D | +14.8% | +4.3% | +10.5% | +14.3% |
| 3M | +14.1% | +25.5% | -11.5% | +11.1% |
| 6M | +28.5% | +17.0% | +11.6% | +26.4% |
| YTD | +74.9% | +31.3% | +43.7% | +67.9% |
| 1Y | +61.7% | +20.0% | +41.7% | +57.7% |
| All | +73.0% | +64.2% | +8.8% | +58.5% |
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 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