+179.2%
LH vs CNI
+138.2%
+41.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | -4.7% | -0.4% | -4.3% | -4.5% |
| 30D | -3.5% | -2.7% | -0.8% | -2.2% |
| 3M | +17.7% | +3.9% | +13.8% | +15.4% |
| 6M | +15.8% | +16.4% | -0.6% | +7.0% |
| YTD | +25.1% | +25.8% | -0.7% | +11.0% |
| 1Y | +12.5% | +32.4% | -19.9% | -3.0% |
| 3Y | +59.8% | +19.1% | +40.7% | +42.3% |
| 5Y | +27.1% | +13.6% | +13.5% | +13.3% |
| All | +179.2% | +138.2% | +41.0% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling