+16.6%
LH vs CRL
+66.2%
-49.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -3.2% | -4.6% | +1.4% | -2.3% |
| 30D | +0.1% | +0.5% | -0.3% | +0.1% |
| 3M | +18.6% | +46.6% | -28.0% | +11.0% |
| 6M | +17.9% | +57.3% | -39.3% | +8.7% |
| YTD | +28.9% | +39.5% | -10.6% | +19.5% |
| 1Y | +16.6% | +76.9% | -60.2% | +6.6% |
| All | +16.6% | +66.2% | -49.6% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling