+45.0%
CG vs LH
+86.5%
-41.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +0.2% | +1.1% | -0.9% | -0.3% |
| 30D | +11.2% | +16.7% | -5.6% | +3.8% |
| 3M | -22.1% | +15.1% | -37.2% | -26.9% |
| 6M | -17.9% | +46.3% | -64.3% | -31.2% |
| YTD | -31.3% | +48.8% | -80.1% | -43.4% |
| 1Y | -24.0% | +39.7% | -63.7% | -35.3% |
| 3Y | +45.0% | +87.0% | -42.1% | +3.9% |
| All | +45.0% | +86.5% | -41.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling