+71.5%
CDNS vs LH
+28.2%
+43.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.7% |
| 7D | -7.2% | -3.2% | -4.0% | -5.9% |
| 30D | -14.3% | +0.1% | -14.4% | -14.3% |
| 3M | -27.2% | +18.6% | -45.8% | -32.5% |
| 6M | -4.5% | +17.9% | -22.4% | -11.3% |
| YTD | -9.0% | +28.9% | -37.9% | -18.9% |
| 1Y | -21.3% | +16.6% | -38.0% | -26.9% |
| 3Y | +19.6% | +63.6% | -44.0% | -7.3% |
| 5Y | +71.5% | +30.0% | +41.5% | +52.8% |
| All | +71.5% | +28.2% | +43.3% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling