-25.0%
CDW vs LTH
+152.2%
-177.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +3.2% | -0.6% | +3.8% | +3.2% |
| 30D | +9.3% | -4.6% | +13.9% | +9.8% |
| 3M | +9.8% | +32.8% | -23.0% | +5.8% |
| 6M | +23.3% | +64.6% | -41.3% | +12.7% |
| YTD | +13.7% | +62.6% | -49.0% | +4.0% |
| 1Y | -6.5% | +49.9% | -56.4% | -13.0% |
| All | -25.0% | +152.2% | -177.3% | -38.5% |
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 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