-6.4%
CARR vs LTH
+45.2%
-51.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.8% | -4.0% | +0.2% | -2.9% |
| 30D | -8.9% | -5.3% | -3.6% | -7.9% |
| 3M | -17.3% | +19.0% | -36.3% | -21.2% |
| 6M | -1.4% | +55.8% | -57.2% | -12.8% |
| YTD | +10.0% | +56.1% | -46.1% | -3.2% |
| 1Y | -6.4% | +41.3% | -47.6% | -15.4% |
| All | -6.4% | +45.2% | -51.5% | -15.4% |
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