+2,058.1%
LH vs CRL
+1,379.5%
+678.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | -2.5% | -1.0% | -1.4% | -2.2% |
| 30D | +4.3% | +10.7% | -6.3% | +1.5% |
| 3M | +25.5% | +55.3% | -29.8% | +10.9% |
| 6M | +17.0% | +60.7% | -43.7% | +1.5% |
| YTD | +31.3% | +44.6% | -13.4% | +16.5% |
| 1Y | +20.0% | +77.7% | -57.8% | 0.0% |
| 3Y | +63.9% | +37.6% | +26.2% | +39.8% |
| 5Y | +30.9% | -35.8% | +66.7% | +34.3% |
| 10Y | +191.4% | +241.7% | -50.4% | +95.6% |
| All | +2,058.1% | +1,379.5% | +678.6% | +1,019.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling