-34.0%
CLF vs LH
+80.4%
-114.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | -19.6% | +1.4% | -21.0% | -20.1% |
| 30D | -5.0% | +17.5% | -22.5% | -11.9% |
| 3M | -6.3% | +16.1% | -22.4% | -12.9% |
| 6M | +2.8% | +43.4% | -40.6% | -14.0% |
| YTD | -13.7% | +47.2% | -60.9% | -28.3% |
| 1Y | +13.6% | +50.1% | -36.6% | -6.7% |
| 3Y | -34.0% | +81.2% | -115.1% | -53.0% |
| All | -34.0% | +80.4% | -114.4% | -53.0% |
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