+62.0%
CFG vs LH
+62.5%
-0.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -0.9% | +1.4% | -2.3% | -1.6% |
| 30D | +1.1% | +17.5% | -16.4% | -6.6% |
| 3M | -12.0% | +16.1% | -28.0% | -18.4% |
| 6M | -2.2% | +43.4% | -45.6% | -18.4% |
| YTD | +11.4% | +47.2% | -35.8% | -8.7% |
| 1Y | +27.8% | +50.1% | -22.3% | +3.6% |
| 3Y | +173.3% | +81.2% | +92.1% | +98.1% |
| All | +62.0% | +62.5% | -0.5% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling