-41.0%
CPB vs LH
+64.5%
-105.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | -8.2% | -0.8% | -7.4% | -7.9% |
| 30D | -5.6% | +2.0% | -7.6% | -6.3% |
| 3M | +3.0% | +24.3% | -21.3% | -4.9% |
| 6M | -12.7% | +21.1% | -33.8% | -18.8% |
| YTD | -18.0% | +30.4% | -48.4% | -25.5% |
| 1Y | -31.7% | +18.4% | -50.1% | -36.2% |
| 3Y | -41.0% | +65.5% | -106.4% | -50.5% |
| All | -41.0% | +64.5% | -105.4% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling