+92.6%
CME vs LTH
+174.8%
-82.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.0% | +0.1% |
| 7D | +2.7% | -4.6% | +7.3% | +3.0% |
| 30D | +13.5% | +14.8% | -1.3% | +12.6% |
| 3M | +20.9% | +3.9% | +17.0% | +20.6% |
| 6M | +11.5% | +35.5% | -24.0% | +9.4% |
| YTD | +19.5% | +71.3% | -51.9% | +15.4% |
| 1Y | +17.2% | +75.7% | -58.5% | +13.0% |
| 3Y | +65.1% | +231.9% | -166.8% | +51.0% |
| 5Y | +73.1% | +130.5% | -57.4% | +53.0% |
| All | +92.6% | +174.8% | -82.2% | +72.3% |
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