+245.6%
CRH vs LH
+183.3%
+62.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | -6.1% | -4.7% | -1.4% | -3.8% |
| 30D | -9.3% | -3.5% | -5.8% | -7.7% |
| 3M | -15.2% | +17.7% | -32.9% | -22.2% |
| 6M | -14.2% | +15.8% | -30.0% | -20.7% |
| YTD | -28.3% | +25.1% | -53.4% | -36.4% |
| 1Y | -21.8% | +12.5% | -34.3% | -27.1% |
| 3Y | +71.6% | +59.8% | +11.9% | +31.1% |
| 5Y | +96.6% | +27.1% | +69.5% | +66.2% |
| All | +245.6% | +183.3% | +62.3% | +89.0% |
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