-24.8%
CPB vs LH
+43.1%
-67.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | -4.1% | +1.2% | -5.3% | -4.6% |
| 30D | +16.9% | +18.0% | -1.0% | +8.2% |
| 3M | -0.6% | +15.7% | -16.2% | -7.1% |
| 6M | +11.4% | +46.6% | -35.3% | -8.1% |
| YTD | -14.8% | +49.5% | -64.3% | -30.6% |
| 1Y | -24.8% | +40.2% | -65.0% | -36.7% |
| All | -24.8% | +43.1% | -67.9% | -36.7% |
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