+73.0%
CF vs LTH
+152.2%
-79.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.2% |
| 7D | +6.0% | -0.6% | +6.7% | +6.0% |
| 30D | +14.8% | -4.6% | +19.4% | +14.8% |
| 3M | +14.1% | +32.8% | -18.8% | +14.2% |
| 6M | +28.5% | +64.6% | -36.1% | +28.1% |
| YTD | +74.9% | +62.6% | +12.3% | +74.4% |
| 1Y | +61.7% | +49.9% | +11.7% | +61.8% |
| All | +73.0% | +152.2% | -79.2% | +68.5% |
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