-4.8%
CMG vs LTH
+174.8%
-179.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.2% | +0.2% | -3.0% |
| 7D | -0.6% | -4.6% | +4.0% | +0.5% |
| 30D | +15.9% | +14.8% | +1.1% | +12.2% |
| 3M | +7.8% | +3.9% | +3.8% | +6.7% |
| 6M | +7.7% | +35.5% | -27.8% | -0.3% |
| YTD | -4.9% | +71.3% | -76.3% | -17.4% |
| 1Y | +12.3% | +75.7% | -63.4% | -2.9% |
| 3Y | -17.1% | +231.9% | -249.0% | -39.3% |
| 5Y | -5.6% | +130.5% | -136.1% | -32.0% |
| All | -4.8% | +174.8% | -179.6% | -32.5% |
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 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