+3,264.4%
CSGP vs LH
+6,658.2%
-3,393.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -4.1% | -2.5% | -1.6% | -3.4% |
| 30D | +2.3% | +4.3% | -2.0% | +1.1% |
| 3M | -8.2% | +25.5% | -33.7% | -13.8% |
| 6M | -35.1% | +17.0% | -52.0% | -37.9% |
| YTD | -54.0% | +31.3% | -85.3% | -57.4% |
| 1Y | -65.3% | +20.0% | -85.3% | -67.1% |
| 3Y | -62.6% | +63.9% | -126.4% | -67.5% |
| 5Y | -64.8% | +30.9% | -95.7% | -67.8% |
| 10Y | +45.1% | +191.4% | -146.3% | +5.8% |
| All | +3,264.4% | +6,658.2% | -3,393.8% | +1,435.2% |
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 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