+442.1%
CAH vs LTH
+156.3%
+285.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | +0.5% | +1.5% | -1.1% | +0.4% |
| 30D | +1.7% | -3.1% | +4.8% | +1.9% |
| 3M | +17.9% | +28.1% | -10.2% | +16.2% |
| 6M | +10.9% | +67.4% | -56.5% | +7.4% |
| YTD | +17.9% | +59.8% | -41.9% | +14.3% |
| 1Y | +61.7% | +45.6% | +16.1% | +57.7% |
| 3Y | +183.7% | +162.0% | +21.7% | +166.9% |
| All | +442.1% | +156.3% | +285.8% | +403.8% |
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