+5,633.2%
LH vs CNI
+6,494.7%
-861.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.9% |
| 7D | -3.2% | +0.9% | -4.0% | -3.5% |
| 30D | +0.1% | -2.1% | +2.3% | +0.9% |
| 3M | +18.6% | +1.8% | +16.8% | +17.8% |
| 6M | +17.9% | +14.8% | +3.1% | +12.0% |
| YTD | +28.9% | +25.4% | +3.6% | +18.6% |
| 1Y | +16.6% | +32.9% | -16.3% | +5.0% |
| 3Y | +63.6% | +20.2% | +43.4% | +50.9% |
| 5Y | +30.0% | +12.2% | +17.9% | +21.7% |
| 10Y | +191.9% | +136.0% | +55.9% | +112.4% |
| All | +5,633.2% | +6,494.7% | -861.4% | +1,152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling