-61.5%
CSGP vs LH
+59.3%
-120.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.1% |
| 7D | +13.9% | -1.3% | +15.2% | +14.5% |
| 30D | +16.0% | +16.6% | -0.6% | +6.5% |
| 3M | +6.1% | +16.0% | -9.9% | -2.5% |
| 6M | -8.2% | +42.0% | -50.1% | -24.1% |
| YTD | -52.3% | +45.9% | -98.2% | -61.2% |
| 1Y | -54.5% | +46.4% | -100.9% | -63.1% |
| 3Y | -58.6% | +79.0% | -137.5% | -70.3% |
| 5Y | -61.5% | +62.3% | -123.8% | -72.2% |
| All | -61.5% | +59.3% | -120.8% | -72.2% |
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 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