-20.9%
CG vs LTH
+142.9%
-163.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.2% |
| 7D | -1.2% | +4.5% | -5.7% | -2.9% |
| 30D | +5.0% | +16.3% | -11.3% | -0.8% |
| 3M | -18.2% | +8.4% | -26.6% | -20.9% |
| 6M | -20.7% | +40.3% | -61.0% | -30.9% |
| YTD | -31.4% | +77.3% | -108.7% | -45.9% |
| 1Y | -22.3% | +88.0% | -110.2% | -40.0% |
| 3Y | +50.2% | +274.3% | -224.1% | -12.8% |
| All | -20.9% | +142.9% | -163.8% | -53.9% |
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 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