+5,175.9%
CL vs LH
+1,382.1%
+3,793.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -2.2% | -2.5% | +0.3% | -1.9% |
| 30D | -4.8% | +4.3% | -9.2% | -5.3% |
| 3M | +4.9% | +25.5% | -20.6% | +2.2% |
| 6M | -5.7% | +17.0% | -22.7% | -7.5% |
| YTD | +14.4% | +31.3% | -16.9% | +10.8% |
| 1Y | +8.7% | +20.0% | -11.2% | +6.3% |
| 3Y | +30.0% | +63.9% | -33.9% | +22.2% |
| 5Y | +28.4% | +30.9% | -2.5% | +23.1% |
| 10Y | +50.1% | +191.4% | -141.3% | +30.4% |
| All | +5,175.9% | +1,382.1% | +3,793.9% | +3,419.2% |
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