+70.9%
CME vs LTH
+160.9%
-90.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.5% |
| 3M | +10.4% | +32.8% | -22.4% | +8.5% |
| 6M | -9.5% | +64.6% | -74.2% | -12.4% |
| YTD | +6.0% | +62.6% | -56.6% | +2.7% |
| 1Y | +9.3% | +49.9% | -40.7% | +6.3% |
| 3Y | +57.7% | +151.3% | -93.7% | +46.8% |
| All | +70.9% | +160.9% | -90.0% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling