+28.5%
CCL vs LTH
+183.0%
-154.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.6% | +4.4% |
| 7D | +3.1% | +7.0% | -4.0% | -0.4% |
| 30D | +17.5% | +15.4% | +2.1% | +9.1% |
| 3M | +6.8% | +7.0% | -0.2% | +2.8% |
| 6M | +18.7% | +46.9% | -28.1% | -3.2% |
| YTD | +3.0% | +76.4% | -73.4% | -23.9% |
| 1Y | +17.7% | +83.7% | -66.0% | -14.9% |
| 3Y | +155.6% | +248.9% | -93.3% | +28.5% |
| 5Y | +30.2% | +141.8% | -111.6% | -33.3% |
| All | +28.5% | +183.0% | -154.5% | -35.0% |
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 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