-10.2%
CAG vs LTH
+77.7%
-87.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -1.3% |
| 7D | -6.2% | -4.6% | -1.6% | -5.5% |
| 30D | +7.4% | +14.8% | -7.4% | +5.6% |
| 3M | -1.6% | +3.9% | -5.5% | -2.3% |
| 6M | +6.3% | +35.5% | -29.2% | +3.4% |
| YTD | -10.1% | +71.3% | -81.4% | -15.6% |
| 1Y | -10.2% | +75.7% | -85.9% | -16.4% |
| All | -10.2% | +77.7% | -87.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling