+98.3%
CRS vs LH
+20.0%
+78.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -0.2% | -2.5% | +2.2% | 0.0% |
| 30D | -16.6% | +4.3% | -21.0% | -17.2% |
| 3M | -3.5% | +25.5% | -29.0% | -8.3% |
| 6M | +15.4% | +17.0% | -1.5% | +11.3% |
| YTD | +51.2% | +31.3% | +19.9% | +44.4% |
| 1Y | +98.3% | +20.0% | +78.3% | +90.8% |
| All | +98.3% | +20.0% | +78.3% | +90.8% |
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