-69.3%
CPNG vs LH
+63.6%
-132.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.5% |
| 7D | -1.1% | -4.7% | +3.6% | +0.8% |
| 30D | -7.4% | -3.5% | -3.9% | -6.0% |
| 3M | -12.3% | +17.7% | -30.0% | -18.1% |
| 6M | -19.4% | +15.8% | -35.2% | -24.4% |
| YTD | -35.9% | +25.1% | -61.0% | -42.1% |
| 1Y | -53.4% | +12.5% | -65.9% | -56.1% |
| 3Y | -20.0% | +59.8% | -79.8% | -38.3% |
| 5Y | -49.6% | +27.1% | -76.6% | -60.9% |
| All | -69.3% | +63.6% | -132.9% | -75.0% |
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 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