+31.5%
CP vs LH
+31.3%
+0.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +2.4% | -0.8% | +3.3% | +2.7% |
| 30D | -0.5% | +2.0% | -2.5% | -1.2% |
| 3M | +1.4% | +24.3% | -22.8% | -5.7% |
| 6M | +10.3% | +21.1% | -10.7% | +3.2% |
| YTD | +24.3% | +30.4% | -6.2% | +13.4% |
| 1Y | +20.4% | +18.4% | +2.1% | +13.1% |
| 3Y | +21.8% | +65.5% | -43.7% | +0.8% |
| 5Y | +31.5% | +29.9% | +1.7% | +12.7% |
| All | +31.5% | +31.3% | +0.3% | +12.7% |
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 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