-56.4%
CSGP vs LH
+41.7%
-98.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.1% | +2.5% | -8.6% | -6.8% |
| 30D | +0.3% | +18.7% | -18.4% | -6.9% |
| 3M | -1.3% | +15.3% | -16.7% | -7.0% |
| 6M | -8.9% | +45.4% | -54.3% | -24.9% |
| YTD | -55.2% | +49.5% | -104.7% | -64.3% |
| 1Y | -56.4% | +41.4% | -97.8% | -64.4% |
| All | -56.4% | +41.7% | -98.0% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling