+46.8%
CL vs LTH
+183.0%
-136.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +0.5% | +7.0% | -6.5% | +0.1% |
| 30D | +11.6% | +15.4% | -3.8% | +10.7% |
| 3M | +5.6% | +7.0% | -1.4% | +5.1% |
| 6M | +13.2% | +46.9% | -33.7% | +10.7% |
| YTD | +26.9% | +76.4% | -49.5% | +22.9% |
| 1Y | +27.3% | +83.7% | -56.4% | +23.0% |
| 3Y | +39.7% | +248.9% | -209.2% | +30.4% |
| 5Y | +41.3% | +141.8% | -100.5% | +28.4% |
| All | +46.8% | +183.0% | -136.2% | +33.2% |
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