+5,200.1%
CRH vs LH
+1,312.5%
+3,887.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -6.1% | -4.7% | -1.4% | -5.3% |
| 30D | -9.3% | -3.5% | -5.8% | -8.8% |
| 3M | -15.2% | +17.7% | -32.9% | -17.5% |
| 6M | -14.2% | +15.8% | -30.0% | -16.3% |
| YTD | -28.3% | +25.1% | -53.4% | -30.9% |
| 1Y | -21.8% | +12.5% | -34.3% | -23.4% |
| 3Y | +71.6% | +59.8% | +11.9% | +58.6% |
| 5Y | +96.6% | +27.1% | +69.5% | +87.7% |
| 10Y | +253.8% | +183.2% | +70.6% | +201.2% |
| All | +5,200.1% | +1,312.5% | +3,887.6% | +3,848.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling