+7.8%
CNH vs LH
+64.5%
-56.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -4.9% | -5.3% |
| 7D | +8.8% | -0.8% | +9.6% | +9.2% |
| 30D | +24.7% | +2.0% | +22.7% | +23.6% |
| 3M | +27.3% | +24.3% | +3.1% | +15.6% |
| 6M | +23.2% | +21.1% | +2.1% | +13.0% |
| YTD | +48.9% | +30.4% | +18.5% | +32.3% |
| 1Y | +19.4% | +18.4% | +1.0% | +10.3% |
| 3Y | +7.8% | +65.5% | -57.7% | -15.5% |
| All | +7.8% | +64.5% | -56.7% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling