+79.7%
CAKE vs LTH
+45.2%
+34.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.5% | -4.0% | -0.5% | -3.7% |
| 30D | -12.4% | -5.3% | -7.1% | -11.4% |
| 3M | +37.3% | +19.0% | +18.3% | +31.6% |
| 6M | +70.7% | +55.8% | +14.9% | +51.9% |
| YTD | +106.0% | +56.1% | +49.8% | +79.8% |
| 1Y | +79.7% | +41.3% | +38.4% | +63.6% |
| All | +79.7% | +45.2% | +34.5% | +63.6% |
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