-36.9%
CCI vs LTH
+142.9%
-179.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -0.1% | +4.5% | -4.6% | -0.7% |
| 30D | +28.4% | +16.3% | +12.0% | +25.5% |
| 3M | +20.0% | +8.4% | +11.6% | +18.4% |
| 6M | +0.8% | +40.3% | -39.5% | -4.6% |
| YTD | +3.6% | +77.3% | -73.7% | -5.8% |
| 1Y | +6.1% | +88.0% | -81.9% | -4.5% |
| 3Y | +7.2% | +274.3% | -267.1% | -17.2% |
| All | -36.9% | +142.9% | -179.8% | -51.9% |
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