+1,333.1%
CRWD vs LH
+137.0%
+1,196.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +2.2% | -3.2% | +5.3% | +3.6% |
| 30D | -7.7% | +0.1% | -7.9% | -7.9% |
| 3M | +28.9% | +18.6% | +10.2% | +19.5% |
| 6M | +91.5% | +17.9% | +73.5% | +77.5% |
| YTD | +77.3% | +28.9% | +48.4% | +57.2% |
| 1Y | +96.3% | +16.6% | +79.6% | +81.1% |
| 3Y | +394.5% | +63.6% | +330.9% | +281.3% |
| 5Y | +213.5% | +30.0% | +183.5% | +167.1% |
| All | +1,333.1% | +137.0% | +1,196.1% | +813.7% |
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 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