+13.0%
CVS vs LH
+54.7%
-41.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +6.6% | +1.1% | +5.5% | +6.3% |
| 30D | -0.4% | +16.7% | -17.2% | -3.9% |
| 3M | -5.3% | +15.1% | -20.4% | -8.4% |
| 6M | -7.7% | +46.3% | -54.0% | -15.8% |
| YTD | +16.0% | +48.8% | -32.7% | +4.8% |
| 1Y | +16.2% | +39.7% | -23.5% | +6.8% |
| 3Y | +47.6% | +87.0% | -39.5% | +22.2% |
| All | +13.0% | +54.7% | -41.8% | -5.2% |
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 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