+384.9%
CRWD vs LH
+56.3%
+328.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.3% |
| 7D | -2.8% | -7.4% | +4.6% | -1.4% |
| 30D | -5.9% | -4.6% | -1.3% | -5.1% |
| 3M | +29.0% | +14.5% | +14.5% | +25.3% |
| 6M | +91.5% | +14.8% | +76.7% | +85.8% |
| YTD | +78.2% | +23.3% | +55.0% | +69.5% |
| 1Y | +96.6% | +13.6% | +83.0% | +90.2% |
| All | +384.9% | +56.3% | +328.6% | +346.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling