+555.3%
CMS vs LH
+1,562.0%
-1,006.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.5% |
| 30D | +6.3% | +17.5% | -11.2% | +4.4% |
| 3M | -2.1% | +16.1% | -18.1% | -3.7% |
| 6M | -5.1% | +43.4% | -48.5% | -8.8% |
| YTD | +1.3% | +47.2% | -45.9% | -3.1% |
| 1Y | -1.4% | +50.1% | -51.5% | -5.8% |
| 3Y | +36.9% | +81.2% | -44.2% | +27.9% |
| 5Y | +32.5% | +63.7% | -31.2% | +24.5% |
| 10Y | +126.8% | +269.2% | -142.4% | +95.3% |
| All | +555.3% | +1,562.0% | -1,006.7% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling