-7.3%
CMG vs LH
+56.3%
-63.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.4% | +4.7% | +1.0% |
| 7D | -3.8% | -7.4% | +3.6% | -2.5% |
| 30D | +12.9% | -4.6% | +17.5% | +13.9% |
| 3M | +18.8% | +14.5% | +4.3% | +16.5% |
| 6M | +4.1% | +14.8% | -10.7% | +1.9% |
| YTD | -2.4% | +23.3% | -25.6% | -5.0% |
| 1Y | -6.7% | +13.6% | -20.3% | -8.4% |
| All | -7.3% | +56.3% | -63.6% | -10.0% |
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 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