-21.5%
CDNS vs LTH
+46.0%
-67.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.2% | -2.8% |
| 7D | -9.2% | +1.5% | -10.8% | -9.4% |
| 30D | -16.3% | -3.1% | -13.2% | -16.1% |
| 3M | -27.9% | +28.1% | -56.0% | -29.3% |
| 6M | -4.3% | +67.4% | -71.7% | -10.5% |
| YTD | -9.1% | +59.8% | -68.9% | -14.1% |
| All | -21.5% | +46.0% | -67.5% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling