-0.1%
CNH vs LTH
+183.0%
-183.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.5% | +11.4% | +11.0% |
| 7D | +8.6% | +7.0% | +1.5% | +6.8% |
| 30D | +12.6% | +15.4% | -2.9% | +8.7% |
| 3M | +17.5% | +7.0% | +10.5% | +15.4% |
| 6M | +18.1% | +46.9% | -28.8% | +7.6% |
| YTD | +40.4% | +76.4% | -36.0% | +22.0% |
| 1Y | +34.0% | +83.7% | -49.7% | +15.4% |
| 3Y | +35.3% | +248.9% | -213.6% | -1.5% |
| 5Y | -5.1% | +141.8% | -146.9% | -31.0% |
| All | -0.1% | +183.0% | -183.1% | -27.2% |
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