+8.7%
CNH vs LH
+31.3%
-22.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -4.9% | -5.3% |
| 7D | +8.8% | -0.8% | +9.6% | +9.3% |
| 30D | +24.7% | +2.0% | +22.7% | +23.5% |
| 3M | +27.3% | +24.3% | +3.1% | +14.9% |
| 6M | +23.2% | +21.1% | +2.1% | +12.4% |
| YTD | +48.9% | +30.4% | +18.5% | +31.2% |
| 1Y | +19.4% | +18.4% | +1.0% | +9.6% |
| 3Y | +7.8% | +65.5% | -57.7% | -17.0% |
| 5Y | +8.7% | +29.9% | -21.1% | -10.6% |
| All | +8.7% | +31.3% | -22.5% | -10.6% |
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