-30.4%
CPB vs LH
+20.0%
-50.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.8% |
| 7D | -8.6% | -2.5% | -6.1% | -7.6% |
| 30D | -7.2% | +4.3% | -11.6% | -9.0% |
| 3M | +0.9% | +25.5% | -24.6% | -9.4% |
| 6M | -11.8% | +17.0% | -28.8% | -18.6% |
| YTD | -19.4% | +31.3% | -50.7% | -28.8% |
| 1Y | -30.4% | +20.0% | -50.4% | -37.3% |
| All | -30.4% | +20.0% | -50.4% | -37.3% |
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