-22.3%
CCJ vs LTH
+77.7%
-100.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.7% | -2.6% |
| 7D | +5.0% | -4.6% | +9.7% | +6.0% |
| 30D | -16.7% | +14.8% | -31.5% | -19.2% |
| 3M | -27.5% | +3.9% | -31.4% | -28.1% |
| 6M | -38.6% | +35.5% | -74.1% | -44.3% |
| YTD | -21.5% | +71.3% | -92.9% | -35.1% |
| 1Y | -22.3% | +75.7% | -98.0% | -36.7% |
| All | -22.3% | +77.7% | -100.0% | -36.7% |
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