+328.7%
CFG vs LH
+344.2%
-15.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.1% |
| 7D | +0.3% | +4.6% | -4.3% | -2.3% |
| 30D | +3.2% | +19.1% | -15.9% | -7.2% |
| 3M | -9.7% | +16.7% | -26.5% | -18.1% |
| 6M | +3.6% | +47.0% | -43.4% | -18.3% |
| YTD | +14.7% | +49.3% | -34.6% | -11.0% |
| 1Y | +29.6% | +48.6% | -19.1% | +0.8% |
| 3Y | +190.6% | +87.8% | +102.7% | +91.6% |
| 5Y | +67.1% | +65.0% | +2.0% | +16.2% |
| 10Y | +237.0% | +275.0% | -38.0% | +35.4% |
| All | +328.7% | +344.2% | -15.6% | +59.6% |
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