-32.7%
CCI vs LTH
+180.7%
-213.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | +2.5% | -1.3% | +3.8% | +2.7% |
| 30D | +14.4% | +15.7% | -1.2% | +12.0% |
| 3M | +21.7% | +5.0% | +16.7% | +20.7% |
| 6M | +4.0% | +37.7% | -33.7% | -1.2% |
| YTD | +6.2% | +75.0% | -68.8% | -3.2% |
| 1Y | +5.4% | +82.6% | -77.2% | -4.7% |
| 3Y | +11.7% | +241.3% | -229.6% | -12.1% |
| 5Y | -35.6% | +135.4% | -171.1% | -50.8% |
| All | -32.7% | +180.7% | -213.4% | -49.2% |
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