-4.5%
CRS vs LH
+44.2%
-48.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.7% |
| 7D | +4.3% | +2.1% | +2.2% | +4.3% |
| 30D | -25.5% | +19.2% | -44.6% | -26.4% |
| 3M | -48.7% | +18.0% | -66.7% | -49.4% |
| 6M | -31.6% | +46.1% | -77.7% | -37.6% |
| YTD | -7.0% | +47.7% | -54.7% | -14.1% |
| 1Y | -4.5% | +47.2% | -51.7% | -11.2% |
| All | -4.5% | +44.2% | -48.7% | -11.2% |
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 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