+241.3%
CDE vs LTH
+160.9%
+80.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | -0.6% | +1.2% | +0.7% |
| 30D | +21.9% | -4.6% | +26.4% | +23.3% |
| 3M | +14.9% | +32.8% | -17.9% | +6.2% |
| 6M | -10.5% | +64.6% | -75.1% | -22.1% |
| YTD | +19.3% | +62.6% | -43.4% | +4.3% |
| 1Y | +50.8% | +49.9% | +0.9% | +33.9% |
| 3Y | +782.3% | +151.3% | +631.0% | +561.1% |
| All | +241.3% | +160.9% | +80.4% | +143.4% |
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