+73.4%
CNP vs LTH
+137.1%
-63.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | +3.8% | +15.7% | -11.9% | +2.5% |
| 3M | +2.4% | +5.0% | -2.6% | +1.8% |
| 6M | -1.2% | +37.7% | -38.9% | -4.0% |
| YTD | +9.3% | +75.0% | -65.8% | +3.5% |
| 1Y | +6.4% | +82.6% | -76.2% | +0.4% |
| 3Y | +66.4% | +241.3% | -175.0% | +45.3% |
| All | +73.4% | +137.1% | -63.7% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling