+16.0%
CTVA vs LH
+14.9%
+1.1%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.1% |
| 7D | -4.5% | -4.7% | +0.2% | -3.2% |
| 30D | +11.3% | -3.5% | +14.8% | +12.4% |
| 3M | +12.3% | +17.7% | -5.4% | +7.3% |
| 6M | +7.2% | +15.8% | -8.6% | +2.7% |
| YTD | +26.0% | +25.1% | +0.9% | +16.9% |
| 1Y | +16.0% | +12.5% | +3.5% | +12.4% |
| All | +16.0% | +14.9% | +1.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling