+17.1%
CI vs LTH
+83.5%
-66.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +0.1% | +7.0% | -6.9% | -0.6% |
| 30D | +4.7% | +15.4% | -10.8% | +3.2% |
| 3M | +5.2% | +7.0% | -1.8% | +4.4% |
| 6M | +3.8% | +46.9% | -43.1% | +0.1% |
| YTD | +9.2% | +76.4% | -67.2% | +0.9% |
| All | +17.1% | +83.5% | -66.4% | +5.5% |
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