+20.0%
LH vs CNI
+29.8%
-9.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -2.5% | -2.1% | -0.4% | -1.9% |
| 30D | +4.3% | -3.3% | +7.6% | +5.2% |
| 3M | +25.5% | +3.8% | +21.7% | +24.3% |
| 6M | +17.0% | +12.7% | +4.3% | +13.3% |
| YTD | +31.3% | +26.3% | +5.0% | +23.5% |
| 1Y | +20.0% | +29.9% | -9.9% | +11.8% |
| All | +20.0% | +29.8% | -9.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling