-7.1%
CMG vs LH
+14.9%
-22.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -2.1% | -4.7% | +2.6% | -0.6% |
| 30D | +10.9% | -3.5% | +14.4% | +12.2% |
| 3M | +15.8% | +17.7% | -1.9% | +11.0% |
| 6M | +6.9% | +15.8% | -8.8% | +2.4% |
| YTD | -2.2% | +25.1% | -27.3% | -6.4% |
| 1Y | -7.1% | +12.5% | -19.6% | -9.1% |
| All | -7.1% | +14.9% | -22.0% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling