+7,967.0%
CP vs LH
+1,562.0%
+6,405.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | +2.8% | +1.4% | +1.3% | +2.6% |
| 30D | +10.2% | +17.5% | -7.3% | +7.4% |
| 3M | +2.4% | +16.1% | -13.7% | -0.1% |
| 6M | +7.7% | +43.4% | -35.7% | +1.7% |
| YTD | +26.0% | +47.2% | -21.2% | +18.4% |
| 1Y | +34.6% | +50.1% | -15.5% | +26.2% |
| 3Y | +26.7% | +81.2% | -54.5% | +14.9% |
| 5Y | +24.9% | +63.7% | -38.8% | +14.4% |
| 10Y | +258.6% | +269.2% | -10.6% | +191.4% |
| All | +7,967.0% | +1,562.0% | +6,405.0% | +5,049.1% |
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 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