-33.5%
CPB vs LH
+11.8%
-45.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -2.3% |
| 7D | -5.4% | -7.4% | +2.0% | -2.0% |
| 30D | -7.8% | -4.6% | -3.2% | -5.8% |
| 3M | -6.9% | +14.5% | -21.4% | -12.8% |
| 6M | -12.2% | +14.8% | -27.0% | -18.0% |
| YTD | -21.1% | +23.3% | -44.3% | -28.0% |
| 1Y | -33.5% | +13.6% | -47.1% | -38.5% |
| All | -33.5% | +11.8% | -45.3% | -38.5% |
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