+7,654.3%
CME vs LH
+1,788.6%
+5,865.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | +2.5% | +0.2% | +1.7% |
| 30D | +13.5% | +18.7% | -5.2% | +5.7% |
| 3M | +20.9% | +15.3% | +5.6% | +13.6% |
| 6M | +11.5% | +45.4% | -33.9% | -4.9% |
| YTD | +19.5% | +49.5% | -30.0% | +0.2% |
| 1Y | +17.2% | +41.4% | -24.2% | +0.6% |
| 3Y | +65.1% | +87.6% | -22.5% | +22.3% |
| 5Y | +73.1% | +53.8% | +19.3% | +36.9% |
| 10Y | +305.3% | +266.2% | +39.1% | +99.2% |
| All | +7,654.3% | +1,788.6% | +5,865.7% | +2,017.6% |
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