+86.6%
CDNS vs LTH
+156.3%
-69.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.2% | -2.5% |
| 7D | -9.2% | +1.5% | -10.8% | -9.6% |
| 30D | -16.3% | -3.1% | -13.2% | -15.8% |
| 3M | -27.9% | +28.1% | -56.0% | -32.2% |
| 6M | -4.3% | +67.4% | -71.7% | -16.3% |
| YTD | -9.1% | +59.8% | -68.9% | -19.8% |
| 1Y | -21.2% | +45.6% | -66.8% | -29.0% |
| 3Y | +19.4% | +162.0% | -142.6% | -8.2% |
| All | +86.6% | +156.3% | -69.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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