+65.2%
CSGP vs LH
+263.9%
-198.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.1% |
| 7D | +1.3% | +1.4% | -0.2% | +0.6% |
| 30D | +10.7% | +17.5% | -6.8% | +2.0% |
| 3M | +3.3% | +16.1% | -12.8% | -4.3% |
| 6M | -10.3% | +43.4% | -53.7% | -24.6% |
| YTD | -54.6% | +47.2% | -101.8% | -62.3% |
| 1Y | -54.6% | +50.1% | -104.8% | -62.8% |
| 3Y | -60.3% | +81.2% | -141.5% | -70.4% |
| 5Y | -63.3% | +63.7% | -127.0% | -71.8% |
| All | +65.2% | +263.9% | -198.7% | -13.3% |
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