+1,350.3%
CRS vs LH
+27.0%
+1,323.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | -6.8% | -4.7% | -2.1% | -5.0% |
| 30D | -16.1% | -3.5% | -12.6% | -15.1% |
| 3M | -21.2% | +17.7% | -38.9% | -26.9% |
| 6M | +8.7% | +15.8% | -7.1% | +1.5% |
| YTD | +41.0% | +25.1% | +15.9% | +27.1% |
| 1Y | +82.7% | +12.5% | +70.2% | +71.8% |
| 3Y | +604.8% | +59.8% | +545.0% | +454.7% |
| All | +1,350.3% | +27.0% | +1,323.3% | +1,045.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling