-99.6%
CYCU vs LH
+34.9%
-134.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | +0.3% |
| 7D | +12.5% | -0.8% | +13.3% | +14.1% |
| 30D | -28.2% | +2.0% | -30.2% | -30.5% |
| 3M | -47.8% | +24.3% | -72.1% | -51.6% |
| 6M | -72.9% | +21.1% | -94.0% | -74.8% |
| YTD | -84.1% | +30.4% | -114.6% | -85.5% |
| 1Y | -91.9% | +18.4% | -110.2% | -92.4% |
| All | -99.6% | +34.9% | -134.5% | -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 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