+10.3%
CG vs LTH
+156.3%
-146.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.5% |
| 7D | -1.3% | +1.5% | -2.8% | -1.8% |
| 30D | -3.2% | -3.1% | -0.1% | -2.2% |
| 3M | +6.2% | +28.1% | -21.9% | -3.8% |
| 6M | -4.7% | +67.4% | -72.1% | -22.8% |
| YTD | -20.6% | +59.8% | -80.4% | -34.6% |
| 1Y | -26.4% | +45.6% | -72.0% | -37.3% |
| 3Y | +55.4% | +162.0% | -106.6% | +3.2% |
| All | +10.3% | +156.3% | -146.0% | -32.7% |
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