+5,863.3%
CDNS vs LH
+1,579.7%
+4,283.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | -2.0% | +16.7% | -18.7% | -5.4% |
| 3M | -0.2% | +15.1% | -15.3% | -3.6% |
| 6M | -8.9% | +46.3% | -55.2% | -16.8% |
| YTD | +3.3% | +48.8% | -45.4% | -6.1% |
| 1Y | +2.2% | +39.7% | -37.5% | -5.8% |
| 3Y | +22.4% | +87.0% | -64.7% | +5.0% |
| 5Y | +78.0% | +53.0% | +25.0% | +59.1% |
| 10Y | +1,175.2% | +264.3% | +910.9% | +840.0% |
| All | +5,863.3% | +1,579.7% | +4,283.5% | +2,878.4% |
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