+110.5%
CNC vs LTH
+84.0%
+26.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +6.3% | +6.3% | +11.6% |
| 7D | +13.4% | +9.9% | +3.5% | +11.9% |
| 30D | +18.2% | +18.3% | -0.1% | +15.8% |
| 3M | +18.6% | +5.9% | +12.7% | +17.6% |
| 6M | +41.9% | +80.3% | -38.4% | +31.7% |
| YTD | +84.7% | +78.3% | +6.4% | +68.2% |
| 1Y | +110.5% | +81.0% | +29.5% | +89.3% |
| All | +110.5% | +84.0% | +26.5% | +89.3% |
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