+44.7%
CL vs LTH
+184.4%
-139.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.1% |
| 7D | +1.3% | +4.5% | -3.1% | +1.1% |
| 30D | +11.4% | +16.3% | -5.0% | +10.4% |
| 3M | +4.4% | +8.4% | -4.0% | +3.9% |
| 6M | +10.8% | +40.3% | -29.5% | +8.7% |
| YTD | +25.1% | +77.3% | -52.1% | +21.1% |
| 1Y | +28.0% | +88.0% | -60.0% | +23.5% |
| 3Y | +37.6% | +274.3% | -236.6% | +28.0% |
| 5Y | +39.7% | +142.9% | -103.2% | +26.9% |
| All | +44.7% | +184.4% | -139.6% | +31.3% |
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