+509.2%
CAH vs LTH
+145.7%
+363.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.4% |
| 3M | +17.0% | +11.7% | +5.3% | +16.1% |
| 6M | +51.4% | +48.5% | +2.9% | +47.7% |
| YTD | +36.0% | +78.4% | -42.4% | +30.8% |
| 1Y | +36.0% | +89.7% | -53.7% | +30.3% |
| 3Y | +177.5% | +245.6% | -68.1% | +156.8% |
| 5Y | +509.2% | +142.7% | +366.5% | +458.9% |
| All | +509.2% | +145.7% | +363.5% | +458.9% |
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