-92.9%
CYCU vs LH
+13.2%
-106.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +14.0% |
| 7D | -2.5% | -7.4% | +4.9% | +20.9% |
| 30D | -25.6% | -4.6% | -21.0% | -15.6% |
| 3M | -39.7% | +14.5% | -54.3% | -37.9% |
| 6M | -74.6% | +14.8% | -89.4% | -73.9% |
| YTD | -84.1% | +23.3% | -107.4% | -84.4% |
| All | -92.9% | +13.2% | -106.1% | -91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling