+49.3%
CI vs LTH
+120.9%
-71.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -1.4% |
| 7D | -1.7% | -4.6% | +2.9% | -1.4% |
| 30D | +4.9% | +14.8% | -10.0% | +3.9% |
| 3M | +7.4% | +3.9% | +3.5% | +7.1% |
| 6M | +0.4% | +35.5% | -35.1% | -1.8% |
| YTD | +9.5% | +71.3% | -61.9% | +5.2% |
| 1Y | +12.0% | +75.7% | -63.7% | +7.4% |
| 3Y | +7.1% | +231.9% | -224.8% | -2.4% |
| 5Y | +49.3% | +130.5% | -81.1% | +34.1% |
| All | +49.3% | +120.9% | -71.5% | +34.1% |
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