+5,648.9%
CRM vs LH
+823.5%
+4,825.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +1.8% |
| 7D | -8.1% | -7.4% | -0.7% | -4.4% |
| 30D | +23.1% | -4.6% | +27.6% | +26.1% |
| 3M | +42.5% | +14.5% | +28.0% | +32.4% |
| 6M | +25.3% | +14.8% | +10.5% | +15.8% |
| YTD | -7.8% | +23.3% | -31.1% | -18.6% |
| 1Y | +1.0% | +13.6% | -12.6% | -7.3% |
| 3Y | +10.0% | +56.3% | -46.4% | -17.4% |
| 5Y | -3.9% | +25.2% | -29.1% | -19.7% |
| 10Y | +233.2% | +179.1% | +54.1% | +55.8% |
| All | +5,648.9% | +823.5% | +4,825.4% | +837.2% |
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