+60.8%
CFG vs LTH
+184.4%
-123.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.9% | +4.5% | -5.4% | -2.2% |
| 30D | +1.1% | +16.3% | -15.3% | -3.3% |
| 3M | -12.0% | +8.4% | -20.4% | -14.2% |
| 6M | -2.2% | +40.3% | -42.5% | -11.6% |
| YTD | +11.4% | +77.3% | -65.9% | -6.5% |
| 1Y | +27.8% | +88.0% | -60.1% | +5.4% |
| 3Y | +173.3% | +274.3% | -101.0% | +82.4% |
| 5Y | +62.4% | +142.9% | -80.5% | +12.2% |
| All | +60.8% | +184.4% | -123.5% | +13.5% |
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 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