+5,814.3%
CRS vs LH
+1,579.7%
+4,234.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | -23.2% | +16.7% | -39.9% | -25.6% |
| 3M | -45.5% | +15.1% | -60.6% | -47.2% |
| 6M | -33.1% | +46.3% | -79.4% | -38.3% |
| YTD | -7.2% | +48.8% | -56.0% | -14.7% |
| 1Y | -10.0% | +39.7% | -49.7% | -16.3% |
| 3Y | +332.3% | +87.0% | +245.3% | +277.8% |
| 5Y | +801.9% | +53.0% | +748.9% | +716.1% |
| 10Y | +820.9% | +264.3% | +556.6% | +622.6% |
| All | +5,814.3% | +1,579.7% | +4,234.6% | +3,780.0% |
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