+9,186.7%
CI vs LH
+1,585.8%
+7,600.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.4% |
| 7D | +0.1% | +4.6% | -4.4% | -0.7% |
| 30D | +4.7% | +19.1% | -14.5% | +1.0% |
| 3M | +5.2% | +16.7% | -11.5% | +1.8% |
| 6M | +3.8% | +47.0% | -43.3% | -4.2% |
| YTD | +9.2% | +49.3% | -40.1% | +0.4% |
| 1Y | +14.3% | +48.6% | -34.4% | +5.1% |
| 3Y | +8.4% | +87.8% | -79.4% | -5.8% |
| 5Y | +50.0% | +65.0% | -15.0% | +32.7% |
| 10Y | +142.2% | +275.0% | -132.8% | +82.8% |
| All | +9,186.7% | +1,585.8% | +7,600.9% | +5,283.7% |
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