+8.3%
CNP vs LH
+20.0%
-11.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +1.1% | -2.5% | +3.5% | +1.5% |
| 30D | -1.8% | +4.3% | -6.2% | -2.5% |
| 3M | -4.6% | +25.5% | -30.2% | -8.2% |
| 6M | -8.8% | +17.0% | -25.8% | -11.4% |
| YTD | +5.2% | +31.3% | -26.0% | 0.0% |
| 1Y | +8.3% | +20.0% | -11.7% | +4.5% |
| All | +8.3% | +20.0% | -11.7% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling