+1,773.6%
CVS vs LH
+1,372.9%
+400.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.6% | -0.8% | -0.7% | -1.4% |
| 30D | +0.4% | +2.0% | -1.6% | 0.0% |
| 3M | -0.4% | +24.3% | -24.7% | -3.7% |
| 6M | +25.1% | +21.1% | +4.1% | +21.3% |
| YTD | +23.9% | +30.4% | -6.6% | +18.6% |
| 1Y | +41.1% | +18.4% | +22.7% | +36.9% |
| 3Y | +63.6% | +65.5% | -1.8% | +50.3% |
| 5Y | +31.5% | +29.9% | +1.7% | +24.5% |
| 10Y | +40.5% | +186.6% | -146.2% | +17.8% |
| All | +1,773.6% | +1,372.9% | +400.7% | +1,057.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling