+22.8%
CCL vs LTH
+142.9%
-120.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.1% |
| 7D | +3.1% | +4.5% | -1.4% | +0.8% |
| 30D | +13.7% | +16.3% | -2.7% | +5.1% |
| 3M | +3.8% | +8.4% | -4.6% | -0.7% |
| 6M | +9.3% | +40.3% | -31.0% | -9.0% |
| YTD | -1.1% | +77.3% | -78.4% | -27.3% |
| 1Y | +14.6% | +88.0% | -73.4% | -18.4% |
| 3Y | +146.4% | +274.3% | -127.9% | +18.3% |
| All | +22.8% | +142.9% | -120.0% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling