+10.1%
CME vs LTH
+46.4%
-36.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -2.9% | +1.5% | -4.4% | -2.9% |
| 30D | +5.5% | -3.1% | +8.6% | +5.7% |
| 3M | +11.0% | +28.1% | -17.1% | +9.6% |
| 6M | -9.7% | +67.4% | -77.1% | -12.9% |
| YTD | +4.9% | +59.8% | -54.9% | +1.4% |
| 1Y | +10.1% | +45.6% | -35.5% | +6.3% |
| All | +10.1% | +46.4% | -36.4% | +6.3% |
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 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