+8,129.8%
CP vs LH
+1,585.8%
+6,544.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.8% |
| 7D | +2.8% | +4.6% | -1.8% | +2.1% |
| 30D | +11.3% | +19.1% | -7.8% | +8.3% |
| 3M | +2.9% | +16.7% | -13.9% | +0.3% |
| 6M | +9.8% | +47.0% | -37.3% | +3.3% |
| YTD | +28.5% | +49.3% | -20.8% | +20.6% |
| 1Y | +33.5% | +48.6% | -15.1% | +25.3% |
| 3Y | +31.9% | +87.8% | -55.9% | +19.0% |
| 5Y | +25.5% | +65.0% | -39.6% | +14.8% |
| 10Y | +257.6% | +275.0% | -17.4% | +189.9% |
| All | +8,129.8% | +1,585.8% | +6,544.0% | +5,141.9% |
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