+25.9%
CMS vs LH
+31.5%
-5.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.2% |
| 7D | +0.4% | -2.5% | +2.8% | +1.0% |
| 30D | -3.6% | +4.3% | -7.9% | -4.7% |
| 3M | -1.9% | +25.5% | -27.4% | -7.8% |
| 6M | -11.0% | +17.0% | -27.9% | -14.9% |
| YTD | +0.2% | +31.3% | -31.1% | -7.2% |
| 1Y | -1.3% | +20.0% | -21.3% | -6.6% |
| 3Y | +35.9% | +63.9% | -27.9% | +16.9% |
| All | +25.9% | +31.5% | -5.6% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling