+548.5%
CMS vs LH
+1,382.1%
-833.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +0.4% | -2.5% | +2.8% | +0.6% |
| 30D | -3.6% | +4.3% | -7.9% | -4.1% |
| 3M | -1.9% | +25.5% | -27.4% | -4.3% |
| 6M | -11.0% | +17.0% | -27.9% | -12.6% |
| YTD | +0.2% | +31.3% | -31.1% | -2.8% |
| 1Y | -1.3% | +20.0% | -21.3% | -3.4% |
| 3Y | +35.9% | +63.9% | -27.9% | +28.4% |
| 5Y | +23.1% | +30.9% | -7.8% | +18.4% |
| 10Y | +117.9% | +191.4% | -73.5% | +92.0% |
| All | +548.5% | +1,382.1% | -833.6% | +412.3% |
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