+175.1%
LH vs CRL
+249.3%
-74.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.7% |
| 7D | -7.4% | -6.9% | -0.5% | -4.9% |
| 30D | -4.6% | -3.2% | -1.4% | -3.4% |
| 3M | +14.5% | +46.5% | -32.0% | -1.3% |
| 6M | +14.8% | +63.1% | -48.3% | -6.3% |
| YTD | +23.3% | +36.9% | -13.6% | +6.6% |
| 1Y | +13.6% | +78.1% | -64.5% | -12.4% |
| 3Y | +56.3% | +36.7% | +19.7% | +24.0% |
| 5Y | +25.2% | -38.1% | +63.3% | +41.4% |
| All | +175.1% | +249.3% | -74.2% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling