+115.8%
CMS vs LH
+186.0%
-70.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +1.2% | -0.8% | +2.1% | +1.5% |
| 30D | -3.2% | +2.0% | -5.2% | -3.7% |
| 3M | -2.2% | +24.3% | -26.5% | -8.2% |
| 6M | -9.4% | +21.1% | -30.5% | -14.5% |
| YTD | +0.7% | +30.4% | -29.8% | -7.1% |
| 1Y | +0.4% | +18.4% | -18.0% | -5.0% |
| 3Y | +35.2% | +65.5% | -30.3% | +15.0% |
| 5Y | +24.1% | +29.9% | -5.7% | +11.4% |
| 10Y | +115.8% | +186.6% | -70.8% | +43.9% |
| All | +115.8% | +186.0% | -70.2% | +43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling