+53.4%
CL vs LH
+186.0%
-132.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.4% | -0.8% | -0.5% | -1.2% |
| 30D | -5.2% | +2.0% | -7.2% | -5.7% |
| 3M | +3.3% | +24.3% | -20.9% | -2.2% |
| 6M | -4.4% | +21.1% | -25.4% | -9.0% |
| YTD | +13.9% | +30.4% | -16.5% | +6.4% |
| 1Y | +7.6% | +18.4% | -10.7% | +2.7% |
| 3Y | +29.6% | +65.5% | -35.9% | +12.8% |
| 5Y | +28.1% | +29.9% | -1.8% | +16.9% |
| 10Y | +53.4% | +186.6% | -133.3% | +14.3% |
| All | +53.4% | +186.0% | -132.6% | +14.3% |
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