-18.0%
CPB vs LH
+44.2%
-62.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.9% | +2.0% | +4.2% |
| 7D | +13.0% | +2.1% | +10.9% | +11.8% |
| 30D | +20.5% | +19.2% | +1.4% | +10.9% |
| 3M | +2.2% | +18.0% | -15.8% | -5.6% |
| 6M | +15.4% | +46.1% | -30.7% | -4.6% |
| YTD | -12.3% | +47.7% | -60.0% | -28.1% |
| 1Y | -18.0% | +47.2% | -65.2% | -33.0% |
| All | -18.0% | +44.2% | -62.2% | -33.0% |
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