+225.5%
CRWD vs LH
+27.0%
+198.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.7% |
| 7D | -3.0% | -4.7% | +1.7% | -1.0% |
| 30D | -6.8% | -3.5% | -3.3% | -5.5% |
| 3M | +19.6% | +17.7% | +1.9% | +10.7% |
| 6M | +87.1% | +15.8% | +71.3% | +74.0% |
| YTD | +76.4% | +25.1% | +51.3% | +56.8% |
| 1Y | +90.8% | +12.5% | +78.3% | +78.0% |
| 3Y | +380.0% | +59.8% | +320.2% | +254.4% |
| All | +225.5% | +27.0% | +198.6% | +183.8% |
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