+9,196.7%
CRS vs LH
+1,372.9%
+7,823.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -3.1% | -0.8% | -2.2% | -2.9% |
| 30D | -19.6% | +2.0% | -21.6% | -20.0% |
| 3M | -8.1% | +24.3% | -32.3% | -12.2% |
| 6M | +18.6% | +21.1% | -2.5% | +13.8% |
| YTD | +45.9% | +30.4% | +15.4% | +37.9% |
| 1Y | +82.5% | +18.4% | +64.1% | +75.6% |
| 3Y | +648.9% | +65.5% | +583.4% | +572.5% |
| 5Y | +1,438.1% | +29.9% | +1,408.3% | +1,339.8% |
| 10Y | +1,327.0% | +186.6% | +1,140.3% | +1,069.1% |
| All | +9,196.7% | +1,372.9% | +7,823.8% | +6,175.1% |
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