-40.3%
CPB vs LH
+261.9%
-302.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.3% |
| 7D | -1.6% | +1.1% | -2.6% | -1.8% |
| 30D | +19.2% | +16.7% | +2.5% | +15.6% |
| 3M | -0.9% | +15.1% | -16.0% | -3.7% |
| 6M | +15.2% | +46.3% | -31.1% | +7.0% |
| YTD | -13.1% | +48.8% | -61.8% | -19.5% |
| 1Y | -22.4% | +39.7% | -62.1% | -27.4% |
| 3Y | -35.3% | +87.0% | -122.3% | -42.5% |
| 5Y | -33.0% | +53.0% | -86.0% | -39.1% |
| All | -40.3% | +261.9% | -302.1% | -53.1% |
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 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