-99.6%
CYCU vs LH
+29.4%
-129.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -7.5% |
| 7D | -5.9% | -4.7% | -1.2% | +1.7% |
| 30D | -32.9% | -3.5% | -29.4% | -28.8% |
| 3M | -33.9% | +17.7% | -51.6% | -34.4% |
| 6M | -75.4% | +15.8% | -91.1% | -75.5% |
| YTD | -84.9% | +25.1% | -110.0% | -85.3% |
| 1Y | -93.2% | +12.5% | -105.7% | -93.2% |
| All | -99.6% | +29.4% | -129.0% | -99.6% |
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