+124.7%
CDE vs LTH
+180.7%
-56.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.8% |
| 7D | -9.6% | -1.3% | -8.4% | -9.4% |
| 30D | -6.7% | +15.7% | -22.3% | -10.3% |
| 3M | -24.2% | +5.0% | -29.2% | -25.4% |
| 6M | -29.1% | +37.7% | -66.8% | -35.3% |
| YTD | -21.5% | +75.0% | -96.5% | -32.8% |
| 1Y | -7.4% | +82.6% | -90.0% | -21.5% |
| 3Y | +596.3% | +241.3% | +355.0% | +386.6% |
| 5Y | +95.7% | +135.4% | -39.7% | +37.8% |
| All | +124.7% | +180.7% | -56.1% | +56.8% |
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