+37.7%
CAH vs LTH
+79.8%
-42.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +1.0% |
| 7D | +3.5% | -1.3% | +4.7% | +3.5% |
| 30D | +13.5% | +15.7% | -2.2% | +13.2% |
| 3M | +21.8% | +5.0% | +16.9% | +21.4% |
| 6M | +51.5% | +37.7% | +13.9% | +52.4% |
| YTD | +38.1% | +75.0% | -36.9% | +37.9% |
| 1Y | +37.7% | +82.6% | -44.9% | +36.2% |
| All | +37.7% | +79.8% | -42.0% | +36.2% |
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 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