-42.4%
CAG vs LTH
+156.3%
-198.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.4% |
| 7D | -5.3% | +1.5% | -6.8% | -5.3% |
| 30D | +1.0% | -3.1% | +4.1% | +1.1% |
| 3M | +17.4% | +28.1% | -10.7% | +16.4% |
| 6M | -16.8% | +67.4% | -84.2% | -18.4% |
| YTD | -6.8% | +59.8% | -66.6% | -8.4% |
| 1Y | -15.4% | +45.6% | -61.0% | -16.7% |
| 3Y | -37.1% | +162.0% | -199.1% | -39.7% |
| All | -42.4% | +156.3% | -198.7% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling