+86.4%
CL vs LH
+263.6%
-177.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | +9.5% | +18.0% | -8.4% | +5.0% |
| 3M | +6.8% | +15.7% | -8.9% | +2.7% |
| 6M | +14.3% | +46.6% | -32.4% | +3.5% |
| YTD | +27.0% | +49.5% | -22.5% | +14.3% |
| 1Y | +26.3% | +40.2% | -13.9% | +15.4% |
| 3Y | +39.3% | +87.6% | -48.3% | +17.1% |
| 5Y | +41.5% | +59.3% | -17.8% | +22.4% |
| All | +86.4% | +263.6% | -177.2% | +29.8% |
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 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