+28.0%
CL vs LTH
+84.4%
-56.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -2.0% |
| 7D | +1.3% | +4.5% | -3.1% | +0.8% |
| 30D | +11.4% | +16.3% | -5.0% | +9.2% |
| 3M | +4.4% | +8.4% | -4.0% | +3.3% |
| 6M | +10.8% | +40.3% | -29.5% | +6.7% |
| YTD | +25.1% | +77.3% | -52.1% | +16.3% |
| 1Y | +28.0% | +88.0% | -60.0% | +17.5% |
| All | +28.0% | +84.4% | -56.5% | +17.5% |
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