+34.0%
CDE vs LTH
+45.2%
-11.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | -3.1% | -4.0% | +0.9% | -2.1% |
| 30D | +9.5% | -5.3% | +14.8% | +10.8% |
| 3M | +25.5% | +19.0% | +6.5% | +18.4% |
| 6M | -7.9% | +55.8% | -63.7% | -18.1% |
| YTD | +15.6% | +56.1% | -40.6% | +4.7% |
| 1Y | +34.0% | +41.3% | -7.2% | +35.5% |
| All | +34.0% | +45.2% | -11.1% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling