+80.1%
CLF vs LH
+259.5%
-179.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.4% | +5.5% | +6.0% |
| 7D | -14.1% | +4.6% | -18.7% | -16.8% |
| 30D | -5.5% | +19.1% | -24.7% | -17.1% |
| 3M | 0.0% | +16.7% | -16.7% | -11.5% |
| 6M | +11.3% | +47.0% | -35.8% | -16.9% |
| YTD | -7.7% | +49.3% | -57.0% | -31.7% |
| 1Y | +17.5% | +48.6% | -31.1% | -13.0% |
| 3Y | -25.4% | +87.8% | -113.3% | -55.1% |
| 5Y | -46.0% | +65.0% | -111.0% | -64.8% |
| 10Y | +80.1% | +275.0% | -194.9% | -31.5% |
| All | +80.1% | +259.5% | -179.4% | -31.5% |
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 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