+9.5%
CNC vs LH
+23.7%
-14.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.4% | +6.5% | +3.5% |
| 7D | -3.9% | -7.4% | +3.6% | -1.5% |
| 30D | +0.8% | -4.6% | +5.4% | +2.2% |
| 3M | +0.1% | +14.5% | -14.4% | -4.8% |
| 6M | +79.7% | +14.8% | +64.9% | +70.2% |
| YTD | +58.9% | +23.3% | +35.7% | +46.8% |
| 1Y | +109.1% | +13.6% | +95.5% | +98.3% |
| 3Y | 0.0% | +56.3% | -56.4% | -18.0% |
| 5Y | +9.5% | +25.2% | -15.7% | -6.7% |
| All | +9.5% | +23.7% | -14.2% | -6.7% |
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