-41.5%
CAG vs LTH
+160.9%
-202.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -3.8% | -0.6% | -3.1% | -3.8% |
| 30D | +3.1% | -4.6% | +7.7% | +3.3% |
| 3M | +23.5% | +32.8% | -9.3% | +22.2% |
| 6M | -14.8% | +64.6% | -79.5% | -16.4% |
| YTD | -5.4% | +62.6% | -68.1% | -7.2% |
| 1Y | -11.8% | +49.9% | -61.8% | -13.3% |
| 3Y | -36.7% | +151.3% | -188.0% | -39.3% |
| All | -41.5% | +160.9% | -202.4% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling