+117.1%
CF vs LTH
+188.2%
-71.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +6.1% |
| 7D | +0.4% | +5.3% | -4.9% | +0.2% |
| 30D | +2.2% | +18.3% | -16.1% | +1.4% |
| 3M | +2.1% | +5.4% | -3.3% | +1.8% |
| 6M | -6.5% | +62.5% | -69.1% | -8.8% |
| YTD | +55.6% | +79.6% | -24.1% | +50.5% |
| 1Y | +42.3% | +88.1% | -45.8% | +37.1% |
| 3Y | +55.7% | +272.5% | -216.7% | +40.2% |
| 5Y | +122.4% | +146.1% | -23.7% | +97.0% |
| All | +117.1% | +188.2% | -71.1% | +94.8% |
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 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