-14.1%
CG vs LH
+44.2%
-58.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.9% | +0.6% | +3.4% |
| 7D | +9.4% | +2.1% | +7.4% | +8.8% |
| 30D | +8.7% | +19.2% | -10.4% | +3.6% |
| 3M | -15.0% | +18.0% | -33.0% | -18.6% |
| 6M | -13.2% | +46.1% | -59.3% | -20.8% |
| YTD | -26.2% | +47.7% | -73.8% | -34.0% |
| 1Y | -14.1% | +47.2% | -61.3% | -23.4% |
| All | -14.1% | +44.2% | -58.3% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling