+31.2%
CDNS vs LTH
+240.3%
-209.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.3% |
| 7D | +2.1% | +7.0% | -4.9% | +0.7% |
| 30D | -4.6% | +15.4% | -20.1% | -7.4% |
| 3M | -0.8% | +7.0% | -7.8% | -2.4% |
| 6M | -7.2% | +46.9% | -54.1% | -15.0% |
| YTD | +7.7% | +76.4% | -68.7% | -6.6% |
| 1Y | +3.5% | +83.7% | -80.2% | -11.3% |
| 3Y | +31.2% | +248.9% | -217.7% | +3.0% |
| All | +31.2% | +240.3% | -209.0% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling