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  • CLS vs LH✓SelectedUSD · LHCLS vs LH performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

CLS vs LH

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,038.3%
LH return
+185.6%
Excess return
+2,852.7%
Maximum drawdown
-80.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioLHExcessAlpha
1D+1.1%-1.2%+2.3%+1.6%
7D+20.1%-3.2%+23.3%+21.6%
30D+6.0%+0.1%+5.9%+5.9%
3M-10.3%+18.6%-28.9%-16.6%
6M+24.5%+17.9%+6.6%+15.6%
YTD+12.9%+28.9%-16.1%+0.6%
1Y+36.7%+16.6%+20.1%+26.2%
3Y+1,328.1%+63.6%+1,264.5%+1,008.2%
5Y+3,682.3%+30.0%+3,652.3%+3,091.0%
10Y+3,038.3%+191.9%+2,846.4%+1,661.6%
All+3,038.3%+185.6%+2,852.7%+1,661.6%

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 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