-62.8%
CSGP vs LH
+64.2%
-127.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.7% |
| 7D | -4.1% | -2.5% | -1.6% | -2.9% |
| 30D | +2.3% | +4.3% | -2.0% | +0.1% |
| 3M | -8.2% | +25.5% | -33.7% | -18.2% |
| 6M | -35.1% | +17.0% | -52.0% | -40.2% |
| YTD | -54.0% | +31.3% | -85.3% | -60.0% |
| 1Y | -65.3% | +20.0% | -85.3% | -68.6% |
| All | -62.8% | +64.2% | -127.0% | -71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling