+60.3%
CG vs LTH
+157.9%
-97.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -5.1% | -4.6% | -0.5% | -3.7% |
| 3M | +8.7% | +32.8% | -24.1% | -2.4% |
| 6M | -9.2% | +64.6% | -73.9% | -25.6% |
| YTD | -18.9% | +62.6% | -81.5% | -33.1% |
| 1Y | -25.6% | +49.9% | -75.6% | -37.0% |
| All | +60.3% | +157.9% | -97.7% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling