+1,026.7%
CDNS vs LH
+179.1%
+847.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +2.1% |
| 7D | -6.5% | -7.4% | +0.9% | -3.2% |
| 30D | -13.0% | -4.6% | -8.4% | -11.2% |
| 3M | -26.0% | +14.5% | -40.5% | -30.9% |
| 6M | -2.8% | +14.8% | -17.6% | -9.5% |
| YTD | -8.8% | +23.3% | -32.1% | -18.1% |
| 1Y | -15.8% | +13.6% | -29.4% | -21.8% |
| 3Y | +19.7% | +56.3% | -36.6% | -6.4% |
| 5Y | +70.8% | +25.2% | +45.6% | +47.1% |
| All | +1,026.7% | +179.1% | +847.6% | +531.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling