+4,405.6%
CNC vs LH
+950.8%
+3,454.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.0% | -3.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.6% |
| 30D | -1.8% | +2.0% | -3.8% | -2.7% |
| 3M | -0.7% | +24.3% | -24.9% | -10.1% |
| 6M | +47.9% | +21.1% | +26.9% | +35.1% |
| YTD | +56.9% | +30.4% | +26.5% | +38.5% |
| 1Y | +123.9% | +18.4% | +105.6% | +104.9% |
| 3Y | -1.3% | +65.5% | -66.7% | -23.4% |
| 5Y | +2.8% | +29.9% | -27.1% | -12.5% |
| 10Y | +90.9% | +186.6% | -95.8% | +10.9% |
| All | +4,405.6% | +950.8% | +3,454.8% | +1,739.0% |
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