-44.4%
CAG vs LTH
+174.8%
-219.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.7% |
| 7D | -6.2% | -4.6% | -1.6% | -6.0% |
| 30D | +7.4% | +14.8% | -7.4% | +6.8% |
| 3M | -1.6% | +3.9% | -5.5% | -1.8% |
| 6M | +6.3% | +35.5% | -29.2% | +5.1% |
| YTD | -10.1% | +71.3% | -81.4% | -12.0% |
| 1Y | -10.2% | +75.7% | -85.9% | -12.2% |
| 3Y | -37.3% | +231.9% | -269.2% | -40.3% |
| 5Y | -41.6% | +130.5% | -172.0% | -45.6% |
| All | -44.4% | +174.8% | -219.2% | -48.2% |
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