+38.4%
CP vs LH
+86.5%
-48.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +2.1% | +1.1% | +1.1% | +1.9% |
| 30D | +9.3% | +16.7% | -7.4% | +4.6% |
| 3M | +0.5% | +15.1% | -14.6% | -3.5% |
| 6M | +10.4% | +46.3% | -35.9% | -1.6% |
| YTD | +28.7% | +48.8% | -20.1% | +13.8% |
| 1Y | +33.2% | +39.7% | -6.5% | +20.0% |
| 3Y | +38.4% | +87.0% | -48.6% | +6.1% |
| All | +38.4% | +86.5% | -48.0% | +6.1% |
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