+7,663.4%
CME vs LH
+1,788.1%
+5,875.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.0% |
| 7D | +2.5% | +1.2% | +1.3% | +2.0% |
| 30D | +13.9% | +18.0% | -4.0% | +6.3% |
| 3M | +22.4% | +15.7% | +6.7% | +14.8% |
| 6M | +12.9% | +46.6% | -33.8% | -4.0% |
| YTD | +19.6% | +49.5% | -29.9% | +0.3% |
| 1Y | +17.7% | +40.2% | -22.5% | +1.3% |
| 3Y | +65.3% | +87.6% | -22.3% | +22.5% |
| 5Y | +75.1% | +59.3% | +15.9% | +36.2% |
| 10Y | +305.8% | +266.1% | +39.7% | +99.5% |
| All | +7,663.4% | +1,788.1% | +5,875.3% | +2,020.3% |
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