+12.7%
CG vs LTH
+160.9%
-148.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.8% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -5.1% | -4.6% | -0.5% | -3.6% |
| 3M | +8.7% | +32.8% | -24.1% | -2.8% |
| 6M | -9.2% | +64.6% | -73.9% | -26.0% |
| YTD | -18.9% | +62.6% | -81.5% | -33.5% |
| 1Y | -25.6% | +49.9% | -75.6% | -37.4% |
| 3Y | +57.3% | +151.3% | -94.1% | +6.1% |
| All | +12.7% | +160.9% | -148.2% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling