+65.1%
CSGP vs LH
+267.5%
-202.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.7% | -2.8% |
| 7D | -3.2% | +4.8% | -8.0% | -5.1% |
| 30D | +2.2% | +18.8% | -16.6% | -6.3% |
| 3M | -3.7% | +15.7% | -19.3% | -10.7% |
| 6M | -7.4% | +46.7% | -54.1% | -23.1% |
| YTD | -54.9% | +48.9% | -103.8% | -62.9% |
| 1Y | -54.9% | +43.5% | -98.4% | -62.2% |
| 3Y | -61.9% | +86.9% | -148.8% | -72.1% |
| 5Y | -63.1% | +60.4% | -123.5% | -71.5% |
| 10Y | +65.1% | +260.7% | -195.6% | -20.1% |
| All | +65.1% | +267.5% | -202.3% | -20.1% |
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