-22.5%
CCJ vs LTH
+85.5%
-108.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.5% |
| 7D | +0.4% | +6.4% | -6.0% | -0.9% |
| 30D | -17.2% | +16.7% | -34.0% | -19.9% |
| 3M | -25.1% | +11.7% | -36.8% | -26.8% |
| 6M | -37.6% | +48.5% | -86.1% | -44.6% |
| YTD | -20.4% | +78.4% | -98.8% | -34.1% |
| 1Y | -22.5% | +89.7% | -112.2% | -37.5% |
| All | -22.5% | +85.5% | -108.0% | -37.5% |
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 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