+316.4%
CFG vs LH
+337.9%
-21.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.7% |
| 30D | +1.1% | +17.5% | -16.4% | -8.4% |
| 3M | -12.0% | +16.1% | -28.0% | -19.9% |
| 6M | -2.2% | +43.4% | -45.6% | -21.8% |
| YTD | +11.4% | +47.2% | -35.8% | -12.8% |
| 1Y | +27.8% | +50.1% | -22.3% | -1.2% |
| 3Y | +173.3% | +81.2% | +92.1% | +84.2% |
| 5Y | +62.4% | +63.7% | -1.3% | +13.4% |
| 10Y | +249.6% | +269.2% | -19.6% | +41.5% |
| All | +316.4% | +337.9% | -21.5% | +56.3% |
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