+272.1%
CNQ vs LH
+27.0%
+245.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -0.8% |
| 7D | +0.1% | -4.7% | +4.8% | +1.0% |
| 30D | +6.2% | -3.5% | +9.7% | +6.9% |
| 3M | +12.4% | +17.7% | -5.3% | +8.5% |
| 6M | +9.0% | +15.8% | -6.7% | +5.3% |
| YTD | +52.2% | +25.1% | +27.1% | +44.1% |
| 1Y | +65.0% | +12.5% | +52.5% | +60.1% |
| 3Y | +78.8% | +59.8% | +19.1% | +55.5% |
| All | +272.1% | +27.0% | +245.1% | +230.0% |
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 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