+5.5%
CG vs LH
+28.2%
-22.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.3% |
| 7D | -6.4% | -3.2% | -3.2% | -4.7% |
| 30D | -7.1% | +0.1% | -7.2% | -7.1% |
| 3M | -1.6% | +18.6% | -20.2% | -11.0% |
| 6M | -8.3% | +17.9% | -26.3% | -16.9% |
| YTD | -23.8% | +28.9% | -52.7% | -35.1% |
| 1Y | -28.7% | +16.6% | -45.4% | -35.8% |
| 3Y | +49.2% | +63.6% | -14.4% | +5.7% |
| 5Y | +5.5% | +30.0% | -24.5% | -15.9% |
| All | +5.5% | +28.2% | -22.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling