+24.4%
LH vs CAI
-11.0%
+35.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.9% |
| 7D | -3.2% | -3.1% | -0.1% | -2.9% |
| 30D | +0.1% | +2.7% | -2.5% | -0.3% |
| 3M | +18.6% | +41.7% | -23.1% | +14.2% |
| 6M | +17.9% | +26.5% | -8.5% | +14.0% |
| YTD | +28.9% | -10.9% | +39.9% | +27.5% |
| 1Y | +16.6% | -29.2% | +45.8% | +17.2% |
| All | +24.4% | -11.0% | +35.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling