+115.6%
CRBG vs LH
+70.3%
+45.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +0.6% | -4.7% | +5.3% | +2.5% |
| 30D | +2.6% | -3.5% | +6.1% | +4.0% |
| 3M | +24.0% | +17.7% | +6.3% | +15.2% |
| 6M | +50.5% | +15.8% | +34.7% | +40.7% |
| YTD | +17.1% | +25.1% | -8.0% | +5.5% |
| 1Y | +5.9% | +12.5% | -6.6% | -0.3% |
| 3Y | +122.7% | +59.8% | +63.0% | +73.6% |
| All | +115.6% | +70.3% | +45.4% | +60.8% |
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