-44.5%
CAG vs LTH
+150.3%
-194.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.7% |
| 7D | -5.9% | -3.7% | -2.2% | -5.7% |
| 30D | -1.5% | -5.3% | +3.8% | -1.3% |
| 3M | +11.5% | +24.2% | -12.7% | +10.6% |
| 6M | -15.7% | +54.8% | -70.5% | -17.0% |
| YTD | -10.2% | +56.1% | -66.3% | -11.7% |
| 1Y | -18.1% | +45.5% | -63.6% | -19.3% |
| 3Y | -39.4% | +155.9% | -195.3% | -41.9% |
| All | -44.5% | +150.3% | -194.8% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling