+3,542.1%
CLS vs LH
+31.3%
+3,510.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.3% | +5.8% |
| 7D | +12.8% | -0.8% | +13.6% | +13.0% |
| 30D | +3.8% | +2.0% | +1.8% | +3.2% |
| 3M | -14.6% | +24.3% | -38.9% | -19.9% |
| 6M | +32.2% | +21.1% | +11.2% | +24.8% |
| YTD | +11.6% | +30.4% | -18.8% | +2.5% |
| 1Y | +35.1% | +18.4% | +16.7% | +27.5% |
| 3Y | +1,312.5% | +65.5% | +1,247.1% | +1,046.0% |
| 5Y | +3,542.1% | +29.9% | +3,512.2% | +2,923.1% |
| All | +3,542.1% | +31.3% | +3,510.8% | +2,923.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling