-3.1%
CMS vs LH
+49.3%
-52.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -0.9% | +4.6% | -5.5% | -1.5% |
| 30D | +7.1% | +19.1% | -12.1% | +4.3% |
| 3M | -1.3% | +16.7% | -18.0% | -3.6% |
| 6M | -2.7% | +47.0% | -49.7% | -9.9% |
| YTD | +2.6% | +49.3% | -46.7% | -6.0% |
| All | -3.1% | +49.3% | -52.4% | -10.7% |
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