-2.8%
CNC vs LTH
+159.8%
-162.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -3.6% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | -1.8% | -3.1% | +1.2% | -1.6% |
| 3M | -0.7% | +28.1% | -28.8% | -2.1% |
| 6M | +47.9% | +67.4% | -19.5% | +43.4% |
| YTD | +56.9% | +59.8% | -2.8% | +52.5% |
| 1Y | +123.9% | +45.6% | +78.3% | +118.2% |
| All | -2.8% | +159.8% | -162.5% | -8.1% |
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