+5,303.7%
CDNS vs LH
+1,382.1%
+3,921.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -14.0% | -2.5% | -11.6% | -13.5% |
| 30D | -13.2% | +4.3% | -17.5% | -14.0% |
| 3M | -28.9% | +25.5% | -54.4% | -32.6% |
| 6M | -4.2% | +17.0% | -21.1% | -7.7% |
| YTD | -6.4% | +31.3% | -37.6% | -12.2% |
| 1Y | -16.2% | +20.0% | -36.2% | -20.0% |
| 3Y | +20.2% | +63.9% | -43.7% | +6.4% |
| 5Y | +76.6% | +30.9% | +45.8% | +63.8% |
| 10Y | +1,029.7% | +191.4% | +838.3% | +773.8% |
| All | +5,303.7% | +1,382.1% | +3,921.6% | +2,682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling