+162.1%
LTH vs CNI
+18.6%
+143.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.6% | +2.4% |
| 7D | -1.3% | +2.5% | -3.8% | -2.9% |
| 30D | +15.7% | +6.1% | +9.5% | +11.2% |
| 3M | +5.0% | +0.1% | +4.9% | +4.6% |
| 6M | +37.7% | +14.9% | +22.8% | +25.1% |
| YTD | +75.0% | +30.9% | +44.1% | +45.0% |
| 1Y | +82.6% | +33.9% | +48.7% | +48.8% |
| 3Y | +241.3% | +20.2% | +221.1% | +193.0% |
| 5Y | +135.4% | +8.2% | +127.2% | +107.7% |
| All | +162.1% | +18.6% | +143.5% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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