+1,323.2%
CRS vs LH
+183.3%
+1,139.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.0% |
| 7D | -6.8% | -4.7% | -2.1% | -4.1% |
| 30D | -16.1% | -3.5% | -12.6% | -14.6% |
| 3M | -21.2% | +17.7% | -38.9% | -29.4% |
| 6M | +8.7% | +15.8% | -7.1% | -1.8% |
| YTD | +41.0% | +25.1% | +15.9% | +20.9% |
| 1Y | +82.7% | +12.5% | +70.2% | +66.3% |
| 3Y | +604.8% | +59.8% | +545.0% | +397.4% |
| 5Y | +1,384.7% | +27.1% | +1,357.6% | +1,083.3% |
| All | +1,323.2% | +183.3% | +1,139.9% | +516.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling