+29.9%
LH vs CRL
-37.4%
+67.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +0.1% |
| 7D | -0.8% | -0.6% | -0.3% | -0.7% |
| 30D | +2.0% | +5.0% | -3.0% | +0.6% |
| 3M | +24.3% | +50.6% | -26.3% | +10.6% |
| 6M | +21.1% | +60.9% | -39.9% | +4.8% |
| YTD | +30.4% | +40.7% | -10.3% | +16.5% |
| 1Y | +18.4% | +73.3% | -54.9% | -1.2% |
| 3Y | +65.5% | +40.6% | +24.9% | +39.6% |
| 5Y | +29.9% | -37.0% | +66.8% | +36.6% |
| All | +29.9% | -37.4% | +67.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling