+216.7%
CTVA vs LH
+129.6%
+87.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.3% |
| 7D | -4.5% | -4.7% | +0.2% | -2.6% |
| 30D | +11.3% | -3.5% | +14.8% | +12.8% |
| 3M | +12.3% | +17.7% | -5.4% | +4.7% |
| 6M | +7.2% | +15.8% | -8.6% | +0.2% |
| YTD | +26.0% | +25.1% | +0.9% | +13.9% |
| 1Y | +16.0% | +12.5% | +3.5% | +9.5% |
| 3Y | +73.9% | +59.8% | +14.1% | +38.3% |
| 5Y | +103.8% | +27.1% | +76.7% | +76.1% |
| All | +216.7% | +129.6% | +87.1% | +88.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling