+353.6%
CCJ vs LTH
+152.0%
+201.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | +4.2% | -4.0% | +8.2% | +5.0% |
| 30D | +3.2% | -1.7% | +4.9% | +3.5% |
| 3M | -1.8% | +28.0% | -29.8% | -6.9% |
| 6M | -13.5% | +54.1% | -67.6% | -21.1% |
| YTD | +9.7% | +57.1% | -47.3% | -0.4% |
| 1Y | +30.0% | +45.8% | -15.8% | +19.3% |
| 3Y | +172.6% | +157.6% | +15.0% | +119.9% |
| All | +353.6% | +152.0% | +201.7% | +260.5% |
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