+74.6%
CLF vs LH
+261.9%
-187.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.9% |
| 7D | +10.4% | +1.1% | +9.3% | +9.6% |
| 30D | +0.6% | +16.7% | -16.2% | -10.5% |
| 3M | +4.1% | +15.1% | -11.0% | -6.9% |
| 6M | +15.1% | +46.3% | -31.2% | -13.6% |
| YTD | -4.7% | +48.8% | -53.5% | -29.4% |
| 1Y | +20.4% | +39.7% | -19.3% | -6.7% |
| 3Y | -23.4% | +87.0% | -110.4% | -53.7% |
| 5Y | -43.3% | +53.0% | -96.3% | -60.7% |
| All | +74.6% | +261.9% | -187.3% | -30.7% |
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