+57.9%
CME vs LTH
+152.2%
-94.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | -0.6% | -0.9% | -1.6% |
| 30D | +6.2% | -4.6% | +10.8% | +6.4% |
| 3M | +10.4% | +32.8% | -22.4% | +9.6% |
| 6M | -9.5% | +64.6% | -74.2% | -10.9% |
| YTD | +6.0% | +62.6% | -56.6% | +4.5% |
| 1Y | +9.3% | +49.9% | -40.7% | +7.8% |
| All | +57.9% | +152.2% | -94.3% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling