+53.5%
CME vs LH
+64.5%
-11.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.9% | -0.8% | -2.0% | -2.8% |
| 30D | +5.5% | +2.0% | +3.5% | +5.3% |
| 3M | +11.0% | +24.3% | -13.3% | +8.2% |
| 6M | -9.7% | +21.1% | -30.8% | -11.7% |
| YTD | +4.9% | +30.4% | -25.6% | +1.6% |
| 1Y | +10.1% | +18.4% | -8.3% | +7.7% |
| 3Y | +53.5% | +65.5% | -12.0% | +45.9% |
| All | +53.5% | +64.5% | -11.0% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling