+4,100.0%
CMG vs LH
+595.9%
+3,504.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -1.5% | -0.8% | -0.6% | -1.1% |
| 30D | +12.7% | +2.0% | +10.7% | +11.8% |
| 3M | +26.3% | +24.3% | +2.0% | +14.3% |
| 6M | +4.5% | +21.1% | -16.6% | -4.2% |
| YTD | -0.1% | +30.4% | -30.6% | -11.9% |
| 1Y | -6.8% | +18.4% | -25.2% | -14.5% |
| 3Y | -5.0% | +65.5% | -70.5% | -27.9% |
| 5Y | -3.0% | +29.9% | -32.9% | -18.4% |
| 10Y | +323.6% | +186.6% | +136.9% | +119.4% |
| All | +4,100.0% | +595.9% | +3,504.1% | +1,083.4% |
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