+150.3%
CI vs LH
+267.5%
-117.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +2.6% | +4.8% | -2.2% | +0.6% |
| 30D | +7.3% | +18.8% | -11.5% | -0.5% |
| 3M | +9.5% | +15.7% | -6.2% | +2.4% |
| 6M | +6.4% | +46.7% | -40.2% | -10.6% |
| YTD | +12.0% | +48.9% | -36.9% | -7.0% |
| 1Y | +20.1% | +43.5% | -23.4% | +1.4% |
| 3Y | +9.6% | +86.9% | -77.3% | -20.7% |
| 5Y | +52.7% | +60.4% | -7.7% | +16.2% |
| 10Y | +150.3% | +260.7% | -110.5% | +18.0% |
| All | +150.3% | +267.5% | -117.2% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling