+41.9%
CI vs LH
+31.3%
+10.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -1.8% | +2.0% | -3.8% | -2.3% |
| 3M | -4.2% | +24.3% | -28.5% | -9.0% |
| 6M | +2.7% | +21.1% | -18.4% | -1.9% |
| YTD | +1.9% | +30.4% | -28.5% | -4.3% |
| 1Y | -6.3% | +18.4% | -24.6% | -10.2% |
| 3Y | +3.9% | +65.5% | -61.6% | -9.2% |
| 5Y | +41.9% | +29.9% | +12.0% | +27.9% |
| All | +41.9% | +31.3% | +10.6% | +27.9% |
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