-63.1%
CSGP vs LH
+54.7%
-117.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +1.3% | +1.1% | +0.3% | +0.8% |
| 30D | +2.8% | +16.7% | -13.9% | -5.7% |
| 3M | -6.3% | +15.1% | -21.4% | -13.6% |
| 6M | -3.2% | +46.3% | -49.5% | -21.5% |
| YTD | -54.0% | +48.8% | -102.7% | -63.1% |
| 1Y | -54.8% | +39.7% | -94.5% | -62.6% |
| 3Y | -60.6% | +87.0% | -147.6% | -72.6% |
| All | -63.1% | +54.7% | -117.8% | -73.5% |
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