+176.8%
CCJ vs LTH
+159.1%
+17.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.5% |
| 7D | +5.9% | +1.5% | +4.4% | +5.6% |
| 30D | +4.7% | -3.1% | +7.8% | +5.1% |
| 3M | -3.3% | +28.1% | -31.4% | -7.5% |
| 6M | -7.0% | +67.4% | -74.4% | -14.6% |
| YTD | +11.5% | +59.8% | -48.3% | +2.8% |
| 1Y | +32.3% | +45.6% | -13.3% | +23.6% |
| 3Y | +176.8% | +162.0% | +14.8% | +144.0% |
| All | +176.8% | +159.1% | +17.7% | +144.0% |
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