-50.5%
CPNG vs LH
+27.0%
-77.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.4% |
| 7D | -1.1% | -4.7% | +3.6% | +0.9% |
| 30D | -7.4% | -3.5% | -3.9% | -5.9% |
| 3M | -12.3% | +17.7% | -30.0% | -18.5% |
| 6M | -19.4% | +15.8% | -35.2% | -24.8% |
| YTD | -35.9% | +25.1% | -61.0% | -42.6% |
| 1Y | -53.4% | +12.5% | -65.9% | -56.3% |
| 3Y | -20.0% | +59.8% | -79.8% | -40.1% |
| All | -50.5% | +27.0% | -77.4% | -60.4% |
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