+350.2%
CG vs LH
+353.9%
-3.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | -4.3% | -2.5% | -1.9% | -2.9% |
| 30D | -5.1% | +4.3% | -9.4% | -7.4% |
| 3M | +8.7% | +25.5% | -16.9% | -5.0% |
| 6M | -9.2% | +17.0% | -26.2% | -17.4% |
| YTD | -18.9% | +31.3% | -50.1% | -31.5% |
| 1Y | -25.6% | +20.0% | -45.6% | -34.2% |
| 3Y | +57.3% | +63.9% | -6.6% | +14.1% |
| 5Y | +10.2% | +30.9% | -20.7% | -10.0% |
| 10Y | +364.2% | +191.4% | +172.8% | +128.6% |
| All | +350.2% | +353.9% | -3.7% | +82.1% |
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