+192.1%
CFG vs LH
+86.5%
+105.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +3.2% | +1.1% | +2.1% | +2.7% |
| 30D | +5.1% | +16.7% | -11.6% | -1.8% |
| 3M | -11.2% | +15.1% | -26.3% | -16.8% |
| 6M | +9.6% | +46.3% | -36.8% | -8.3% |
| YTD | +15.0% | +48.8% | -33.8% | -5.1% |
| 1Y | +29.9% | +39.7% | -9.8% | +10.6% |
| 3Y | +192.1% | +87.0% | +105.0% | +109.5% |
| All | +192.1% | +86.5% | +105.6% | +109.5% |
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