+129.0%
CF vs LTH
+180.7%
-51.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | +0.1% |
| 7D | +4.8% | -1.3% | +6.0% | +4.8% |
| 30D | +4.7% | +15.7% | -11.0% | +4.0% |
| 3M | +7.4% | +5.0% | +2.4% | +7.1% |
| 6M | +0.6% | +37.7% | -37.1% | -1.0% |
| YTD | +64.1% | +75.0% | -10.9% | +58.9% |
| 1Y | +51.4% | +82.6% | -31.2% | +46.1% |
| 3Y | +67.8% | +241.3% | -173.5% | +52.1% |
| 5Y | +114.1% | +135.4% | -21.3% | +89.7% |
| All | +129.0% | +180.7% | -51.7% | +105.7% |
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