-69.9%
CPNG vs LH
+70.6%
-140.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | -6.3% | -0.8% | -5.4% | -5.9% |
| 30D | -8.7% | +2.0% | -10.8% | -9.4% |
| 3M | -2.4% | +24.3% | -26.7% | -10.8% |
| 6M | -22.3% | +21.1% | -43.4% | -28.4% |
| YTD | -37.2% | +30.4% | -67.7% | -44.2% |
| 1Y | -53.0% | +18.4% | -71.4% | -56.6% |
| 3Y | -20.0% | +65.5% | -85.5% | -39.1% |
| 5Y | -52.8% | +29.9% | -82.6% | -64.1% |
| All | -69.9% | +70.6% | -140.6% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling