+95.2%
CNC vs LH
+183.3%
-88.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | -0.9% | -4.7% | +3.8% | +1.4% |
| 30D | -1.0% | -3.5% | +2.5% | +0.6% |
| 3M | +4.5% | +17.7% | -13.2% | -4.4% |
| 6M | +85.2% | +15.8% | +69.5% | +69.9% |
| YTD | +61.4% | +25.1% | +36.3% | +42.2% |
| 1Y | +94.9% | +12.5% | +82.4% | +79.9% |
| 3Y | 0.0% | +59.8% | -59.8% | -25.4% |
| 5Y | +11.2% | +27.1% | -15.9% | -7.6% |
| All | +95.2% | +183.3% | -88.0% | -16.8% |
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 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