+65.5%
LH vs CRL
+37.9%
+27.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | -0.8% | -0.6% | -0.3% | -0.7% |
| 30D | +2.0% | +5.0% | -3.0% | +0.9% |
| 3M | +24.3% | +50.6% | -26.3% | +13.6% |
| 6M | +21.1% | +60.9% | -39.9% | +8.4% |
| YTD | +30.4% | +40.7% | -10.3% | +19.6% |
| 1Y | +18.4% | +73.3% | -54.9% | +3.1% |
| 3Y | +65.5% | +40.6% | +24.9% | +43.9% |
| All | +65.5% | +37.9% | +27.6% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling