+3,231.7%
CLS vs LH
+6,840.8%
-3,609.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | +4.6% | -2.5% | +7.0% | +5.4% |
| 30D | -13.9% | +4.3% | -18.2% | -15.1% |
| 3M | -26.6% | +25.5% | -52.1% | -32.1% |
| 6M | +15.4% | +17.0% | -1.6% | +9.2% |
| YTD | +5.7% | +31.3% | -25.6% | -4.0% |
| 1Y | +41.1% | +20.0% | +21.1% | +31.3% |
| 3Y | +1,228.6% | +63.9% | +1,164.7% | +1,001.1% |
| 5Y | +3,240.6% | +30.9% | +3,209.8% | +2,846.0% |
| 10Y | +2,760.3% | +191.4% | +2,569.0% | +1,802.9% |
| All | +3,231.7% | +6,840.8% | -3,609.1% | +1,013.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling