+66.0%
CFG vs LTH
+180.7%
-114.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | 0.0% |
| 7D | +3.2% | -1.3% | +4.5% | +3.5% |
| 30D | +5.1% | +15.7% | -10.5% | +0.8% |
| 3M | -11.2% | +5.0% | -16.2% | -12.7% |
| 6M | +9.6% | +37.7% | -28.1% | -0.4% |
| YTD | +15.0% | +75.0% | -60.1% | -3.2% |
| 1Y | +29.9% | +82.6% | -52.8% | +8.0% |
| 3Y | +192.1% | +241.3% | -49.2% | +100.1% |
| 5Y | +62.3% | +135.4% | -73.1% | +12.1% |
| All | +66.0% | +180.7% | -114.8% | +17.5% |
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