+33.9%
CCL vs LTH
+137.1%
-103.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -1.5% |
| 7D | -1.2% | -1.3% | +0.1% | -0.5% |
| 30D | +13.1% | +15.7% | -2.5% | +4.8% |
| 3M | +3.4% | +5.0% | -1.6% | +0.4% |
| 6M | +18.7% | +37.7% | -19.0% | -0.1% |
| YTD | -2.3% | +75.0% | -77.3% | -27.8% |
| 1Y | +14.2% | +82.6% | -68.4% | -17.6% |
| 3Y | +133.6% | +241.3% | -107.7% | +17.3% |
| All | +33.9% | +137.1% | -103.2% | -30.7% |
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