+36.7%
CLS vs LH
+16.9%
+19.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +0.9% |
| 7D | +20.1% | -3.2% | +23.3% | +19.6% |
| 30D | +6.0% | +0.1% | +5.9% | +6.0% |
| 3M | -10.3% | +18.6% | -28.9% | -6.2% |
| 6M | +24.5% | +17.9% | +6.6% | +30.1% |
| YTD | +12.9% | +28.9% | -16.1% | +22.6% |
| 1Y | +36.7% | +16.6% | +20.1% | +41.3% |
| All | +36.7% | +16.9% | +19.8% | +41.3% |
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