+38.2%
CL vs LH
+87.4%
-49.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +2.5% | -3.3% | -1.3% |
| 30D | +9.5% | +18.7% | -9.2% | +5.2% |
| 3M | +6.6% | +15.3% | -8.7% | +3.1% |
| 6M | +13.2% | +45.4% | -32.1% | +3.5% |
| YTD | +26.9% | +49.5% | -22.6% | +15.1% |
| 1Y | +27.6% | +41.4% | -13.8% | +17.2% |
| All | +38.2% | +87.4% | -49.2% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling