+6.0%
CNH vs LTH
+156.3%
-150.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -5.1% |
| 7D | +8.8% | +1.5% | +7.3% | +8.5% |
| 30D | +24.7% | -3.1% | +27.7% | +25.6% |
| 3M | +27.3% | +28.1% | -0.8% | +20.1% |
| 6M | +23.2% | +67.4% | -44.3% | +8.8% |
| YTD | +48.9% | +59.8% | -10.9% | +32.8% |
| 1Y | +19.4% | +45.6% | -26.2% | +8.5% |
| 3Y | +7.8% | +162.0% | -154.2% | -16.6% |
| All | +6.0% | +156.3% | -150.3% | -20.8% |
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