+14.0%
CARR vs LTH
+150.3%
-136.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.6% | -2.1% |
| 7D | -4.1% | -3.7% | -0.4% | -3.2% |
| 30D | -11.0% | -5.3% | -5.7% | -9.8% |
| 3M | -16.4% | +24.2% | -40.6% | -21.0% |
| 6M | -2.4% | +54.8% | -57.2% | -13.3% |
| YTD | +8.4% | +56.1% | -47.6% | -4.0% |
| 1Y | -8.0% | +45.5% | -53.5% | -17.3% |
| 3Y | +0.6% | +155.9% | -155.3% | -23.0% |
| All | +14.0% | +150.3% | -136.4% | -20.1% |
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