+141.0%
CI vs LH
+185.6%
-44.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -1.1% | -3.2% | +2.1% | +0.3% |
| 30D | +0.5% | +0.1% | +0.3% | +0.3% |
| 3M | -5.2% | +18.6% | -23.8% | -12.2% |
| 6M | +4.3% | +17.9% | -13.6% | -3.4% |
| YTD | +2.8% | +28.9% | -26.2% | -8.7% |
| 1Y | -5.8% | +16.6% | -22.4% | -12.9% |
| 3Y | +4.7% | +63.6% | -58.8% | -19.3% |
| 5Y | +42.7% | +30.0% | +12.7% | +20.5% |
| 10Y | +141.0% | +191.9% | -51.0% | +27.6% |
| All | +141.0% | +185.6% | -44.7% | +27.6% |
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