-33.3%
CPB vs LH
+64.6%
-97.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +2.9% | +4.8% | -1.9% | +1.6% |
| 30D | +17.6% | +18.8% | -1.2% | +12.4% |
| 3M | +2.0% | +15.7% | -13.6% | -1.8% |
| 6M | +11.6% | +46.7% | -35.0% | +1.2% |
| YTD | -13.8% | +48.9% | -62.7% | -22.1% |
| 1Y | -21.6% | +43.5% | -65.0% | -28.6% |
| 3Y | -35.8% | +86.9% | -122.7% | -44.4% |
| 5Y | -33.3% | +60.4% | -93.7% | -41.9% |
| All | -33.3% | +64.6% | -97.9% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling