+362.4%
CFG vs LH
+290.5%
+71.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.8% |
| 7D | +1.5% | -2.5% | +4.0% | +3.0% |
| 30D | -3.8% | +4.3% | -8.2% | -6.4% |
| 3M | +11.5% | +25.5% | -14.0% | -3.0% |
| 6M | +19.2% | +17.0% | +2.2% | +7.9% |
| YTD | +23.7% | +31.3% | -7.6% | +4.1% |
| 1Y | +38.8% | +20.0% | +18.9% | +22.7% |
| 3Y | +178.9% | +63.9% | +115.0% | +100.2% |
| 5Y | +101.8% | +30.9% | +70.9% | +62.4% |
| 10Y | +317.3% | +191.4% | +125.9% | +90.5% |
| All | +362.4% | +290.5% | +71.8% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling