-42.1%
CPB vs LH
+263.7%
-305.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.8% | +2.5% | -8.3% | -6.3% |
| 30D | +16.5% | +18.7% | -2.2% | +12.6% |
| 3M | -1.1% | +15.3% | -16.4% | -3.9% |
| 6M | +11.5% | +45.4% | -33.9% | +3.6% |
| YTD | -15.7% | +49.5% | -65.3% | -22.1% |
| 1Y | -24.7% | +41.4% | -66.1% | -29.6% |
| 3Y | -37.3% | +87.6% | -124.9% | -44.3% |
| 5Y | -35.0% | +53.8% | -88.8% | -41.0% |
| All | -42.1% | +263.7% | -305.8% | -54.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling