+144.1%
CF vs LTH
+160.9%
-16.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | +6.0% | -0.6% | +6.7% | +6.0% |
| 30D | +14.8% | -4.6% | +19.4% | +15.1% |
| 3M | +14.1% | +32.8% | -18.8% | +12.5% |
| 6M | +28.5% | +64.6% | -36.1% | +24.9% |
| YTD | +74.9% | +62.6% | +12.3% | +70.0% |
| 1Y | +61.7% | +49.9% | +11.7% | +58.0% |
| 3Y | +80.3% | +151.3% | -71.0% | +66.8% |
| All | +144.1% | +160.9% | -16.8% | +120.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling