+88.0%
LH vs CRL
+99.6%
-11.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +2.5% | +8.9% | -6.4% | +0.6% |
| 30D | +18.7% | +14.0% | +4.7% | +15.0% |
| 3M | +15.3% | +19.8% | -4.5% | +10.4% |
| 6M | +45.4% | +102.0% | -56.7% | +23.8% |
| YTD | +49.5% | +70.8% | -21.3% | +30.8% |
| 1Y | +41.4% | +98.7% | -57.3% | +19.4% |
| All | +88.0% | +99.6% | -11.6% | +51.6% |
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 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