-51.4%
CLF vs LH
+62.5%
-113.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | -19.6% | +1.4% | -21.0% | -20.3% |
| 30D | -5.0% | +17.5% | -22.5% | -13.9% |
| 3M | -6.3% | +16.1% | -22.4% | -14.9% |
| 6M | +2.8% | +43.4% | -40.6% | -18.2% |
| YTD | -13.7% | +47.2% | -60.9% | -32.2% |
| 1Y | +13.6% | +50.1% | -36.6% | -12.0% |
| 3Y | -34.0% | +81.2% | -115.1% | -55.8% |
| All | -51.4% | +62.5% | -113.9% | -67.6% |
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