+124.0%
CF vs LTH
+186.2%
-62.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +4.8% | +6.4% | -1.6% | +4.5% |
| 30D | +9.7% | +16.7% | -7.0% | +9.0% |
| 3M | +1.2% | +11.7% | -10.4% | +0.7% |
| 6M | +7.4% | +48.5% | -41.1% | +5.3% |
| YTD | +60.5% | +78.4% | -17.9% | +55.4% |
| 1Y | +50.7% | +89.7% | -38.9% | +45.2% |
| 3Y | +64.8% | +245.6% | -180.8% | +49.3% |
| 5Y | +115.8% | +142.7% | -26.9% | +91.0% |
| All | +124.0% | +186.2% | -62.2% | +101.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling