-2.5%
CCL vs LTH
+160.9%
-163.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -5.0% | -0.6% | -4.4% | -4.7% |
| 30D | -20.3% | -4.6% | -15.8% | -18.5% |
| 3M | -15.1% | +32.8% | -48.0% | -26.8% |
| 6M | -15.1% | +64.6% | -79.7% | -34.9% |
| YTD | -21.8% | +62.6% | -84.4% | -39.6% |
| 1Y | -24.8% | +49.9% | -74.7% | -39.8% |
| 3Y | +51.9% | +151.3% | -99.5% | -10.3% |
| All | -2.5% | +160.9% | -163.4% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling