-1.3%
CG vs LTH
+186.8%
-188.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -3.8% | +0.3% | -4.1% | -4.0% |
| 30D | +7.5% | +17.7% | -10.2% | +1.2% |
| 3M | -14.4% | +8.5% | -22.8% | -17.1% |
| 6M | -15.7% | +46.9% | -62.6% | -27.6% |
| YTD | -29.0% | +78.8% | -107.7% | -43.9% |
| 1Y | -22.1% | +84.9% | -107.0% | -39.3% |
| 3Y | +49.1% | +246.4% | -197.2% | -9.8% |
| 5Y | -18.4% | +129.6% | -148.0% | -52.4% |
| All | -1.3% | +186.8% | -188.1% | -42.3% |
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