-21.8%
CRH vs LH
+14.9%
-36.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -6.1% | -4.7% | -1.4% | -4.6% |
| 30D | -9.3% | -3.5% | -5.8% | -8.2% |
| 3M | -15.2% | +17.7% | -32.9% | -19.8% |
| 6M | -14.2% | +15.8% | -30.0% | -18.7% |
| YTD | -28.3% | +25.1% | -53.4% | -32.2% |
| 1Y | -21.8% | +12.5% | -34.3% | -24.9% |
| All | -21.8% | +14.9% | -36.7% | -24.9% |
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 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