+147.8%
CAKE vs LTH
+150.5%
-2.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.5% | -4.0% | -0.5% | -3.3% |
| 30D | -12.4% | -5.3% | -7.1% | -11.0% |
| 3M | +37.3% | +19.0% | +18.3% | +29.6% |
| 6M | +70.7% | +55.8% | +14.9% | +46.5% |
| YTD | +106.0% | +56.1% | +49.8% | +75.8% |
| 1Y | +79.7% | +41.3% | +38.4% | +58.1% |
| 3Y | +267.8% | +156.6% | +111.1% | +155.3% |
| All | +147.8% | +150.5% | -2.6% | +59.2% |
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 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