+150.9%
CI vs LH
+263.2%
-112.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.3% | +1.2% | -2.5% | -1.8% |
| 30D | +6.4% | +18.0% | -11.6% | -1.1% |
| 3M | +10.7% | +15.7% | -5.0% | +3.5% |
| 6M | +5.5% | +46.6% | -41.2% | -11.3% |
| YTD | +11.4% | +49.5% | -38.1% | -7.6% |
| 1Y | +15.0% | +40.2% | -25.2% | -1.9% |
| 3Y | +9.0% | +87.6% | -78.6% | -21.2% |
| 5Y | +52.0% | +59.3% | -7.3% | +16.1% |
| 10Y | +150.9% | +266.1% | -115.1% | +18.2% |
| All | +150.9% | +263.2% | -112.3% | +18.2% |
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