+67.3%
CSGP vs LH
+259.5%
-192.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +1.6% |
| 7D | -1.8% | +4.6% | -6.4% | -3.7% |
| 30D | +5.3% | +19.1% | -13.8% | -3.6% |
| 3M | +3.3% | +16.7% | -13.4% | -4.6% |
| 6M | -4.7% | +47.0% | -51.7% | -20.9% |
| YTD | -53.5% | +49.3% | -102.8% | -61.8% |
| 1Y | -53.7% | +48.6% | -102.4% | -61.9% |
| 3Y | -59.7% | +87.8% | -147.6% | -70.5% |
| 5Y | -62.5% | +65.0% | -127.5% | -71.3% |
| 10Y | +67.3% | +275.0% | -207.7% | -16.8% |
| All | +67.3% | +259.5% | -192.2% | -16.8% |
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 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