+78.8%
CNQ vs LTH
+153.8%
-75.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.1% | -4.0% | +4.1% | +0.2% |
| 30D | +6.2% | -5.3% | +11.5% | +6.3% |
| 3M | +12.4% | +19.0% | -6.6% | +11.6% |
| 6M | +9.0% | +55.8% | -46.8% | +6.9% |
| YTD | +52.2% | +56.1% | -3.9% | +49.1% |
| 1Y | +65.0% | +41.3% | +23.8% | +62.8% |
| 3Y | +78.8% | +156.6% | -77.8% | +69.6% |
| All | +78.8% | +153.8% | -75.0% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling