+0.1%
CG vs LTH
+186.2%
-186.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.9% |
| 7D | +2.0% | +6.4% | -4.4% | -0.4% |
| 30D | +8.5% | +16.7% | -8.2% | +2.5% |
| 3M | -12.1% | +11.7% | -23.8% | -15.9% |
| 6M | -16.4% | +48.5% | -65.0% | -28.5% |
| YTD | -28.0% | +78.4% | -106.4% | -43.1% |
| 1Y | -18.9% | +89.7% | -108.6% | -37.4% |
| 3Y | +51.2% | +245.6% | -194.4% | -8.4% |
| 5Y | -15.9% | +142.7% | -158.5% | -50.9% |
| All | +0.1% | +186.2% | -186.1% | -41.4% |
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