+6,781.2%
CME vs LH
+1,558.1%
+5,223.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.3% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | +6.2% | +4.3% | +1.9% | +4.3% |
| 3M | +10.4% | +25.5% | -15.1% | +0.4% |
| 6M | -9.5% | +17.0% | -26.5% | -15.6% |
| YTD | +6.0% | +31.3% | -25.2% | -5.9% |
| 1Y | +9.3% | +20.0% | -10.7% | +0.3% |
| 3Y | +57.7% | +63.9% | -6.2% | +23.6% |
| 5Y | +77.7% | +30.9% | +46.8% | +50.4% |
| 10Y | +281.2% | +191.4% | +89.9% | +106.8% |
| All | +6,781.2% | +1,558.1% | +5,223.1% | +1,888.0% |
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