+173.3%
CFG vs LTH
+268.4%
-95.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.8% |
| YTD | +11.4% | +77.3% | -65.9% | -6.9% |
| 1Y | +27.8% | +88.0% | -60.1% | +4.8% |
| 3Y | +173.3% | +274.3% | -101.0% | +89.2% |
| All | +173.3% | +268.4% | -95.1% | +89.2% |
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