+22.3%
CCL vs LTH
+174.8%
-152.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.2% | -2.3% |
| 7D | -0.3% | -4.6% | +4.3% | +2.1% |
| 30D | +10.3% | +14.8% | -4.5% | +2.7% |
| 3M | +6.6% | +3.9% | +2.7% | +4.1% |
| 6M | +20.0% | +35.5% | -15.5% | +2.1% |
| YTD | -1.9% | +71.3% | -73.2% | -26.4% |
| 1Y | +10.4% | +75.7% | -65.3% | -18.3% |
| 3Y | +134.8% | +231.9% | -97.1% | +21.1% |
| 5Y | +34.0% | +130.5% | -96.5% | -30.1% |
| All | +22.3% | +174.8% | -152.5% | -37.2% |
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