+132.5%
CNP vs LH
+179.1%
-46.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | +0.1% |
| 7D | -2.2% | -7.4% | +5.3% | +0.9% |
| 30D | -2.1% | -4.6% | +2.5% | -0.3% |
| 3M | -7.9% | +14.5% | -22.4% | -13.1% |
| 6M | -8.3% | +14.8% | -23.1% | -13.9% |
| YTD | +3.8% | +23.3% | -19.5% | -5.6% |
| 1Y | +5.9% | +13.6% | -7.7% | -0.7% |
| 3Y | +49.3% | +56.3% | -7.1% | +19.5% |
| 5Y | +69.3% | +25.2% | +44.1% | +46.6% |
| All | +132.5% | +179.1% | -46.6% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling