+1.5%
CG vs LTH
+183.0%
-181.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.5% | +7.1% | +6.8% |
| 7D | +3.0% | +7.0% | -4.0% | +0.5% |
| 30D | +10.1% | +15.4% | -5.3% | +4.4% |
| 3M | -10.8% | +7.0% | -17.9% | -13.3% |
| 6M | -15.2% | +46.9% | -62.1% | -27.2% |
| YTD | -26.9% | +76.4% | -103.3% | -42.0% |
| 1Y | -17.0% | +83.7% | -100.8% | -35.2% |
| 3Y | +54.6% | +248.9% | -194.2% | -6.7% |
| 5Y | -16.7% | +141.8% | -158.6% | -51.2% |
| All | +1.5% | +183.0% | -181.4% | -40.3% |
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