+280.6%
CME vs LH
+185.6%
+95.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.6% | -3.2% | +2.5% | +0.4% |
| 30D | +4.7% | +0.1% | +4.5% | +4.6% |
| 3M | +7.8% | +18.6% | -10.8% | +1.6% |
| 6M | -11.0% | +17.9% | -28.9% | -16.1% |
| YTD | +4.0% | +28.9% | -24.9% | -5.1% |
| 1Y | +9.1% | +16.6% | -7.5% | +2.7% |
| 3Y | +52.3% | +63.6% | -11.3% | +24.3% |
| 5Y | +76.1% | +30.0% | +46.1% | +54.4% |
| 10Y | +280.6% | +191.9% | +88.7% | +125.5% |
| All | +280.6% | +185.6% | +95.0% | +125.5% |
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