+13.8%
CNH vs LTH
+84.4%
-70.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.1% |
| 7D | -1.7% | +4.5% | -6.2% | -3.0% |
| 30D | -7.2% | +16.3% | -23.6% | -11.3% |
| 3M | +6.5% | +8.4% | -1.8% | +4.0% |
| 6M | +7.9% | +40.3% | -32.4% | -2.9% |
| YTD | +26.6% | +77.3% | -50.7% | +4.4% |
| 1Y | +13.8% | +88.0% | -74.2% | -8.5% |
| All | +13.8% | +84.4% | -70.7% | -8.5% |
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