+226.9%
CDE vs LTH
+150.3%
+76.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -6.1% | -3.7% | -2.3% | -5.1% |
| 30D | +9.5% | -5.3% | +14.8% | +11.0% |
| 3M | +32.0% | +24.2% | +7.8% | +24.1% |
| 6M | -12.8% | +54.8% | -67.6% | -22.8% |
| YTD | +14.2% | +56.1% | -41.9% | +0.9% |
| 1Y | +36.3% | +45.5% | -9.2% | +22.0% |
| 3Y | +821.4% | +155.9% | +665.5% | +587.8% |
| All | +226.9% | +150.3% | +76.5% | +135.6% |
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