+3,388.4%
CSGP vs LH
+7,410.9%
-4,022.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +13.9% | -1.3% | +15.2% | +14.3% |
| 30D | +16.0% | +16.6% | -0.6% | +10.5% |
| 3M | +6.1% | +16.0% | -9.9% | +1.2% |
| 6M | -8.2% | +42.0% | -50.1% | -17.2% |
| YTD | -52.3% | +45.9% | -98.2% | -57.4% |
| 1Y | -54.5% | +46.4% | -100.9% | -59.4% |
| 3Y | -58.6% | +79.0% | -137.5% | -65.1% |
| 5Y | -61.5% | +62.3% | -123.8% | -66.9% |
| 10Y | +74.7% | +265.9% | -191.2% | +19.6% |
| All | +3,388.4% | +7,410.9% | -4,022.5% | +1,436.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling