+80.6%
CRWD vs LH
+44.2%
+36.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -1.6% |
| 7D | -9.6% | +2.1% | -11.7% | -9.6% |
| 30D | -11.6% | +19.2% | -30.8% | -12.2% |
| 3M | +14.1% | +18.0% | -3.9% | +13.5% |
| 6M | +105.4% | +46.1% | +59.4% | +101.1% |
| YTD | +105.6% | +47.7% | +58.0% | +99.0% |
| 1Y | +80.6% | +47.2% | +33.3% | +75.0% |
| All | +80.6% | +44.2% | +36.3% | +75.0% |
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 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