+11.4%
CNC vs LTH
+180.7%
-169.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.2% |
| 7D | +2.2% | -1.3% | +3.5% | +2.3% |
| 30D | +1.6% | +15.7% | -14.1% | +0.3% |
| 3M | +7.9% | +5.0% | +2.9% | +7.4% |
| 6M | +21.2% | +37.7% | -16.5% | +17.7% |
| YTD | +73.2% | +75.0% | -1.8% | +64.2% |
| 1Y | +97.5% | +82.6% | +14.8% | +86.5% |
| 3Y | -1.2% | +241.3% | -242.5% | -13.5% |
| 5Y | -6.1% | +135.4% | -141.5% | -19.1% |
| All | +11.4% | +180.7% | -169.3% | -4.6% |
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