-62.5%
CSGP vs LH
+63.0%
-125.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.8% | +1.6% |
| 7D | -1.8% | +4.6% | -6.4% | -3.8% |
| 30D | +5.3% | +19.1% | -13.8% | -4.4% |
| 3M | +3.3% | +16.7% | -13.4% | -5.3% |
| 6M | -4.7% | +47.0% | -51.7% | -22.6% |
| YTD | -53.5% | +49.3% | -102.8% | -62.7% |
| 1Y | -53.7% | +48.6% | -102.4% | -62.8% |
| 3Y | -59.7% | +87.8% | -147.6% | -71.9% |
| 5Y | -62.5% | +65.0% | -127.5% | -73.3% |
| All | -62.5% | +63.0% | -125.5% | -73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling