+153.3%
CMI vs LH
+58.7%
+94.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -0.7% | -4.7% | +4.0% | +0.9% |
| 30D | -12.4% | -3.5% | -8.9% | -11.4% |
| 3M | -14.8% | +17.7% | -32.5% | -20.1% |
| 6M | +0.8% | +15.8% | -15.0% | -5.0% |
| YTD | +10.2% | +25.1% | -14.9% | +0.1% |
| 1Y | +37.4% | +12.5% | +24.9% | +30.6% |
| 3Y | +153.3% | +59.8% | +93.5% | +101.3% |
| All | +153.3% | +58.7% | +94.6% | +101.3% |
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 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