+62.6%
CSGP vs LH
+263.2%
-200.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -7.1% | +1.2% | -8.3% | -7.6% |
| 30D | +3.6% | +18.0% | -14.3% | -4.7% |
| 3M | -2.7% | +15.7% | -18.4% | -9.8% |
| 6M | -8.0% | +46.6% | -54.7% | -23.6% |
| YTD | -55.0% | +49.5% | -104.5% | -63.0% |
| 1Y | -55.8% | +40.2% | -95.9% | -62.6% |
| 3Y | -62.0% | +87.6% | -149.6% | -72.2% |
| 5Y | -62.9% | +59.3% | -122.2% | -71.2% |
| 10Y | +62.6% | +266.1% | -203.5% | -23.3% |
| All | +62.6% | +263.2% | -200.6% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling