-60.3%
CSGP vs LH
+80.4%
-140.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.0% |
| 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% | -4.4% |
| 6M | -10.3% | +43.4% | -53.7% | -25.4% |
| YTD | -54.6% | +47.2% | -101.8% | -62.8% |
| 1Y | -54.6% | +50.1% | -104.8% | -63.2% |
| 3Y | -60.3% | +81.2% | -141.5% | -71.2% |
| All | -60.3% | +80.4% | -140.7% | -71.2% |
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