+1,929.4%
CLS vs LH
+263.2%
+1,666.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.4% |
| 7D | +2.8% | +1.2% | +1.5% | +2.4% |
| 30D | -30.1% | +18.0% | -48.1% | -34.7% |
| 3M | -21.7% | +15.7% | -37.4% | -26.6% |
| 6M | -36.2% | +46.6% | -82.9% | -46.1% |
| YTD | -17.8% | +49.5% | -67.3% | -31.5% |
| 1Y | -26.8% | +40.2% | -67.0% | -37.2% |
| 3Y | +853.4% | +87.6% | +765.8% | +595.4% |
| 5Y | +2,005.0% | +59.3% | +1,945.8% | +1,518.8% |
| 10Y | +1,929.4% | +266.1% | +1,663.3% | +905.2% |
| All | +1,929.4% | +263.2% | +1,666.2% | +905.2% |
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