+38.8%
CFG vs LTH
+54.1%
-15.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.5% | -0.6% | +2.2% | +1.7% |
| 30D | -3.8% | -4.6% | +0.8% | -2.8% |
| 3M | +11.5% | +32.8% | -21.3% | +3.8% |
| 6M | +19.2% | +64.6% | -45.4% | +4.2% |
| YTD | +23.7% | +62.6% | -38.9% | +8.2% |
| 1Y | +38.8% | +49.9% | -11.1% | +19.9% |
| All | +38.8% | +54.1% | -15.3% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling