+19.4%
CDNS vs LH
+64.5%
-45.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -9.2% | -0.8% | -8.4% | -9.0% |
| 30D | -16.3% | +2.0% | -18.3% | -16.7% |
| 3M | -27.9% | +24.3% | -52.2% | -32.8% |
| 6M | -4.3% | +21.1% | -25.4% | -10.0% |
| YTD | -9.1% | +30.4% | -39.6% | -16.7% |
| 1Y | -21.2% | +18.4% | -39.6% | -25.5% |
| 3Y | +19.4% | +65.5% | -46.1% | +2.0% |
| All | +19.4% | +64.5% | -45.1% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling