+36.6%
CTVA vs LH
+54.7%
-18.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -20.8% | +1.1% | -21.8% | -21.0% |
| 30D | -29.6% | +16.7% | -46.4% | -32.9% |
| 3M | -16.9% | +15.1% | -32.0% | -20.5% |
| 6M | -24.3% | +46.3% | -70.6% | -32.8% |
| YTD | -5.6% | +48.8% | -54.4% | -16.9% |
| 1Y | -4.2% | +39.7% | -43.9% | -14.0% |
| 3Y | +43.3% | +87.0% | -43.8% | +16.1% |
| All | +36.6% | +54.7% | -18.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling