+306.8%
CFG vs LH
+185.6%
+121.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -0.6% | -3.2% | +2.6% | +1.4% |
| 30D | -4.5% | +0.1% | -4.7% | -4.8% |
| 3M | +6.3% | +18.6% | -12.3% | -4.6% |
| 6M | +20.6% | +17.9% | +2.7% | +8.3% |
| YTD | +21.2% | +28.9% | -7.7% | +2.7% |
| 1Y | +38.2% | +16.6% | +21.6% | +23.8% |
| 3Y | +185.9% | +63.6% | +122.4% | +103.3% |
| 5Y | +97.0% | +30.0% | +67.0% | +58.1% |
| 10Y | +306.8% | +191.9% | +114.9% | +81.6% |
| All | +306.8% | +185.6% | +121.2% | +81.6% |
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 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