-16.2%
CDNS vs LH
+20.0%
-36.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -14.0% | -2.5% | -11.6% | -13.6% |
| 30D | -13.2% | +4.3% | -17.5% | -13.8% |
| 3M | -28.9% | +25.5% | -54.4% | -32.1% |
| 6M | -4.2% | +17.0% | -21.1% | -6.7% |
| YTD | -6.4% | +31.3% | -37.6% | -10.1% |
| 1Y | -16.2% | +20.0% | -36.2% | -18.8% |
| All | -16.2% | +20.0% | -36.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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