+34.6%
CP vs LH
+44.2%
-9.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.9% | -0.4% | +2.7% |
| 7D | +5.6% | +2.1% | +3.5% | +5.0% |
| 30D | +10.0% | +19.2% | -9.1% | +5.4% |
| 3M | +4.4% | +18.0% | -13.6% | +0.2% |
| 6M | +14.1% | +46.1% | -32.0% | +1.5% |
| YTD | +29.1% | +47.7% | -18.6% | +12.8% |
| 1Y | +34.6% | +47.2% | -12.7% | +17.7% |
| All | +34.6% | +44.2% | -9.7% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling