+61.5%
CF vs LTH
+268.4%
-206.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.7% |
| 7D | -3.2% | +4.5% | -7.7% | -3.0% |
| 30D | +4.3% | +16.3% | -12.0% | +4.7% |
| 3M | +2.8% | +8.4% | -5.6% | +3.0% |
| 6M | +0.6% | +40.3% | -39.7% | +1.4% |
| YTD | +56.6% | +77.3% | -20.6% | +58.1% |
| 1Y | +49.6% | +88.0% | -38.3% | +50.5% |
| 3Y | +61.5% | +274.3% | -212.8% | +58.7% |
| All | +61.5% | +268.4% | -206.9% | +58.7% |
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 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