+1,312.5%
LH vs CGNX
+14,082.3%
-12,769.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.9% |
| 7D | -4.7% | +3.2% | -7.9% | -5.1% |
| 30D | -3.5% | +6.0% | -9.5% | -4.4% |
| 3M | +17.7% | +3.5% | +14.2% | +16.5% |
| 6M | +15.8% | +26.3% | -10.5% | +11.1% |
| YTD | +25.1% | +79.2% | -54.1% | +12.7% |
| 1Y | +12.5% | +43.8% | -31.3% | +4.0% |
| 3Y | +59.8% | +52.0% | +7.8% | +42.9% |
| 5Y | +27.1% | -24.0% | +51.1% | +23.8% |
| 10Y | +183.2% | +189.1% | -5.9% | +124.5% |
| All | +1,312.5% | +14,082.3% | -12,769.8% | +438.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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