+39.8%
CMS vs LH
+86.5%
-46.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +1.7% | +1.1% | +0.7% | +1.5% |
| 30D | +6.2% | +16.7% | -10.6% | +2.5% |
| 3M | +0.6% | +15.1% | -14.5% | -2.7% |
| 6M | -1.8% | +46.3% | -48.1% | -10.8% |
| YTD | +3.8% | +48.8% | -44.9% | -6.4% |
| 1Y | -1.8% | +39.7% | -41.5% | -10.0% |
| 3Y | +39.8% | +87.0% | -47.2% | +11.9% |
| All | +39.8% | +86.5% | -46.6% | +11.9% |
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 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