+12.2%
CNH vs LTH
+160.9%
-148.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.0% |
| 7D | +23.3% | -0.6% | +23.9% | +23.5% |
| 30D | +33.5% | -4.6% | +38.0% | +34.9% |
| 3M | +32.7% | +32.8% | -0.1% | +24.1% |
| 6M | +22.2% | +64.6% | -42.4% | +8.4% |
| YTD | +57.7% | +62.6% | -5.0% | +40.0% |
| 1Y | +28.0% | +49.9% | -22.0% | +15.5% |
| 3Y | +11.5% | +151.3% | -139.8% | -12.9% |
| All | +12.2% | +160.9% | -148.7% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling