+1,655.0%
CVS vs LH
+1,579.7%
+75.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +6.6% | +1.1% | +5.5% | +6.4% |
| 30D | -0.4% | +16.7% | -17.2% | -2.9% |
| 3M | -5.3% | +15.1% | -20.4% | -7.4% |
| 6M | -7.7% | +46.3% | -54.0% | -13.1% |
| YTD | +16.0% | +48.8% | -32.7% | +8.8% |
| 1Y | +16.2% | +39.7% | -23.5% | +10.0% |
| 3Y | +47.6% | +87.0% | -39.5% | +32.9% |
| 5Y | +12.3% | +53.0% | -40.7% | +3.6% |
| 10Y | +62.4% | +264.3% | -202.0% | +31.7% |
| All | +1,655.0% | +1,579.7% | +75.3% | +961.0% |
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