+43.5%
LH vs CAI
-14.7%
+58.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.1% |
| 7D | +1.1% | -8.7% | +9.7% | +2.0% |
| 30D | +16.7% | -23.8% | +40.6% | +19.7% |
| 3M | +15.1% | +3.9% | +11.2% | +14.1% |
| 6M | +46.3% | +56.8% | -10.5% | +38.6% |
| YTD | +48.8% | -14.6% | +63.4% | +47.2% |
| 1Y | +39.7% | -5.2% | +44.9% | +36.9% |
| All | +43.5% | -14.7% | +58.2% | +39.9% |
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