+75.7%
CCJ vs LTH
+268.4%
-192.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.5% |
| 7D | -7.3% | +4.5% | -11.8% | -8.0% |
| 30D | -20.0% | +16.3% | -36.3% | -21.9% |
| 3M | -23.8% | +8.4% | -32.2% | -24.9% |
| 6M | -42.4% | +40.3% | -82.7% | -45.9% |
| YTD | -22.1% | +77.3% | -99.3% | -29.8% |
| 1Y | -20.8% | +88.0% | -108.8% | -29.3% |
| 3Y | +75.7% | +274.3% | -198.5% | +57.0% |
| All | +75.7% | +268.4% | -192.7% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling