+75.7%
CTVA vs LH
+63.5%
+12.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.0% |
| 7D | -5.8% | -3.2% | -2.6% | -4.9% |
| 30D | +11.1% | +0.1% | +10.9% | +11.0% |
| 3M | +13.2% | +18.6% | -5.4% | +7.4% |
| 6M | +8.7% | +17.9% | -9.2% | +3.2% |
| YTD | +27.3% | +28.9% | -1.7% | +17.2% |
| 1Y | +18.0% | +16.6% | +1.4% | +12.2% |
| All | +75.7% | +63.5% | +12.1% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling