+59.2%
CI vs LTH
+180.7%
-121.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | +0.1% |
| 7D | +1.2% | -1.3% | +2.4% | +1.2% |
| 30D | +2.6% | +15.7% | -13.1% | +1.6% |
| 3M | +7.4% | +5.0% | +2.4% | +7.0% |
| 6M | -0.1% | +37.7% | -37.8% | -2.3% |
| YTD | +9.7% | +75.0% | -65.3% | +5.4% |
| 1Y | +12.1% | +82.6% | -70.5% | +7.4% |
| 3Y | +7.0% | +241.3% | -234.3% | -2.5% |
| 5Y | +49.7% | +135.4% | -85.7% | +35.0% |
| All | +59.2% | +180.7% | -121.5% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling