-5.5%
CI vs LTH
+54.1%
-59.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +4.4% | -4.6% | +9.0% | +5.1% |
| 3M | +0.7% | +32.8% | -32.2% | -4.1% |
| 6M | +0.3% | +64.6% | -64.3% | -9.1% |
| YTD | +3.8% | +62.6% | -58.8% | -7.5% |
| 1Y | -5.5% | +49.9% | -55.4% | -17.9% |
| All | -5.5% | +54.1% | -59.6% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling