+810.1%
CDE vs LTH
+155.4%
+654.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.1% |
| 7D | -2.0% | -4.0% | +2.0% | -0.8% |
| 30D | +15.7% | -1.7% | +17.4% | +16.1% |
| 3M | +30.5% | +28.0% | +2.5% | +20.8% |
| 6M | -7.4% | +54.1% | -61.4% | -18.7% |
| YTD | +17.9% | +57.1% | -39.2% | +3.0% |
| 1Y | +46.7% | +45.8% | +0.9% | +30.3% |
| All | +810.1% | +155.4% | +654.8% | +559.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling