+587.1%
CLF vs LH
+1,382.1%
-795.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +7.6% | -2.5% | +10.0% | +8.2% |
| 30D | -1.2% | +4.3% | -5.5% | -2.1% |
| 3M | -13.4% | +25.5% | -38.9% | -17.7% |
| 6M | +15.4% | +17.0% | -1.5% | +11.4% |
| YTD | -5.9% | +31.3% | -37.1% | -11.3% |
| 1Y | +18.8% | +20.0% | -1.1% | +14.1% |
| 3Y | -19.4% | +63.9% | -83.3% | -27.8% |
| 5Y | -47.7% | +30.9% | -78.6% | -50.9% |
| 10Y | +130.4% | +191.4% | -61.0% | +88.5% |
| All | +587.1% | +1,382.1% | -795.0% | +348.7% |
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 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