+8,726.8%
CI vs LH
+1,382.1%
+7,344.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | +4.4% | +4.3% | +0.1% | +3.5% |
| 3M | +0.7% | +25.5% | -24.9% | -4.0% |
| 6M | +0.3% | +17.0% | -16.6% | -3.0% |
| YTD | +3.8% | +31.3% | -27.5% | -2.0% |
| 1Y | -5.5% | +20.0% | -25.5% | -9.3% |
| 3Y | +8.1% | +63.9% | -55.8% | -3.4% |
| 5Y | +42.8% | +30.9% | +11.9% | +32.4% |
| 10Y | +143.9% | +191.4% | -47.5% | +92.8% |
| All | +8,726.8% | +1,382.1% | +7,344.7% | +5,157.8% |
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