+177.5%
CAH vs LTH
+253.6%
-76.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +9.4% | +6.4% | +3.0% | +9.0% |
| 30D | +16.5% | +16.7% | -0.2% | +15.3% |
| 3M | +17.0% | +11.7% | +5.3% | +16.0% |
| 6M | +51.4% | +48.5% | +2.9% | +47.7% |
| YTD | +36.0% | +78.4% | -42.4% | +30.6% |
| 1Y | +36.0% | +89.7% | -53.7% | +29.9% |
| 3Y | +177.5% | +245.6% | -68.1% | +167.3% |
| All | +177.5% | +253.6% | -76.1% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling