+85.9%
CME vs LTH
+183.0%
-97.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -0.6% | +7.0% | -7.6% | -0.9% |
| 30D | +8.5% | +15.4% | -6.9% | +7.6% |
| 3M | +16.0% | +7.0% | +9.0% | +15.5% |
| 6M | +9.3% | +46.9% | -37.5% | +6.8% |
| YTD | +15.3% | +76.4% | -61.1% | +11.2% |
| 1Y | +14.4% | +83.7% | -69.3% | +10.0% |
| 3Y | +59.9% | +248.9% | -189.0% | +45.8% |
| 5Y | +69.4% | +141.8% | -72.4% | +49.7% |
| All | +85.9% | +183.0% | -97.1% | +66.1% |
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 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