+11.7%
CMI vs LH
+44.2%
-32.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.7% | -5.9% |
| 7D | -11.2% | +2.1% | -13.3% | -11.2% |
| 30D | -9.8% | +19.2% | -29.0% | -10.9% |
| 3M | -25.5% | +18.0% | -43.5% | -26.4% |
| 6M | -27.7% | +46.1% | -73.7% | -30.7% |
| YTD | -6.6% | +47.7% | -54.3% | -10.7% |
| 1Y | +11.7% | +47.2% | -35.6% | +7.9% |
| All | +11.7% | +44.2% | -32.6% | +7.9% |
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