+36.9%
CMS vs LH
+80.4%
-43.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | +6.3% | +17.5% | -11.2% | +2.4% |
| 3M | -2.1% | +16.1% | -18.1% | -5.5% |
| 6M | -5.1% | +43.4% | -48.5% | -13.4% |
| YTD | +1.3% | +47.2% | -45.9% | -8.5% |
| 1Y | -1.4% | +50.1% | -51.5% | -11.4% |
| 3Y | +36.9% | +81.2% | -44.2% | +11.8% |
| All | +36.9% | +80.4% | -43.5% | +11.8% |
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