-21.5%
CG vs LTH
+137.1%
-158.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.1% | +0.2% |
| 7D | +0.2% | -1.3% | +1.4% | +0.7% |
| 30D | +11.2% | +15.7% | -4.5% | +5.2% |
| 3M | -22.1% | +5.0% | -27.1% | -23.7% |
| 6M | -17.9% | +37.7% | -55.6% | -28.0% |
| YTD | -31.3% | +75.0% | -106.3% | -45.6% |
| 1Y | -24.0% | +82.6% | -106.6% | -40.8% |
| 3Y | +45.0% | +241.3% | -196.3% | -13.1% |
| All | -21.5% | +137.1% | -158.6% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling