-14.1%
CG vs LTH
+84.0%
-98.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.3% | -1.8% | +2.7% |
| 7D | +9.4% | +9.9% | -0.4% | +6.6% |
| 30D | +8.7% | +18.3% | -9.6% | +3.8% |
| 3M | -15.0% | +5.9% | -20.9% | -16.6% |
| 6M | -13.2% | +80.3% | -93.5% | -29.8% |
| YTD | -26.2% | +78.3% | -104.4% | -39.5% |
| 1Y | -14.1% | +81.0% | -95.1% | -30.1% |
| All | -14.1% | +84.0% | -98.1% | -30.1% |
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 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