+535.1%
CAH vs LTH
+180.7%
+354.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | +3.5% | -1.3% | +4.7% | +3.5% |
| 30D | +13.5% | +15.7% | -2.2% | +12.5% |
| 3M | +21.8% | +5.0% | +16.9% | +21.4% |
| 6M | +51.5% | +37.7% | +13.9% | +48.6% |
| YTD | +38.1% | +75.0% | -36.9% | +33.1% |
| 1Y | +37.7% | +82.6% | -44.9% | +32.4% |
| 3Y | +179.6% | +241.3% | -61.7% | +159.4% |
| 5Y | +504.9% | +135.4% | +369.5% | +458.1% |
| All | +535.1% | +180.7% | +354.3% | +486.7% |
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