-29.6%
CLS vs LH
+44.2%
-73.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.9% | -13.0% | -9.1% |
| 7D | -21.1% | +2.1% | -23.2% | -21.1% |
| 30D | -38.2% | +19.2% | -57.4% | -38.3% |
| 3M | -36.3% | +18.0% | -54.3% | -36.5% |
| 6M | -43.8% | +46.1% | -89.9% | -43.3% |
| YTD | -20.0% | +47.7% | -67.7% | -18.4% |
| 1Y | -29.6% | +47.2% | -76.8% | -27.4% |
| All | -29.6% | +44.2% | -73.8% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling