+92.2%
CDNS vs LTH
+160.9%
-68.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.1% |
| 7D | -14.0% | -0.6% | -13.4% | -13.9% |
| 30D | -13.2% | -4.6% | -8.6% | -12.4% |
| 3M | -28.9% | +32.8% | -61.7% | -33.6% |
| 6M | -4.2% | +64.6% | -68.8% | -15.8% |
| YTD | -6.4% | +62.6% | -69.0% | -17.7% |
| 1Y | -16.2% | +49.9% | -66.2% | -25.0% |
| 3Y | +20.2% | +151.3% | -131.2% | -6.6% |
| All | +92.2% | +160.9% | -68.6% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling