+39.9%
CL vs LH
+62.5%
-22.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | +11.4% | +17.5% | -6.1% | +7.2% |
| 3M | +4.4% | +16.1% | -11.6% | +0.7% |
| 6M | +10.8% | +43.4% | -32.6% | +1.5% |
| YTD | +25.1% | +47.2% | -22.1% | +13.9% |
| 1Y | +28.0% | +50.1% | -22.2% | +15.9% |
| 3Y | +37.6% | +81.2% | -43.5% | +18.6% |
| All | +39.9% | +62.5% | -22.6% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling