+73.1%
CME vs LTH
+137.1%
-64.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.7% |
| 7D | +3.9% | -1.3% | +5.2% | +4.0% |
| 30D | +11.3% | +15.7% | -4.3% | +10.4% |
| 3M | +19.6% | +5.0% | +14.6% | +19.1% |
| 6M | +8.1% | +37.7% | -29.6% | +5.9% |
| YTD | +20.4% | +75.0% | -54.6% | +15.9% |
| 1Y | +16.5% | +82.6% | -66.2% | +11.8% |
| 3Y | +66.4% | +241.3% | -174.9% | +51.1% |
| All | +73.1% | +137.1% | -64.0% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling