-2.0%
CMG vs LTH
+150.5%
-152.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -1.1% |
| 30D | +10.9% | -5.3% | +16.2% | +12.3% |
| 3M | +15.8% | +19.0% | -3.2% | +10.7% |
| 6M | +6.9% | +55.8% | -48.8% | -4.7% |
| YTD | -2.2% | +56.1% | -58.3% | -13.1% |
| 1Y | -7.1% | +41.3% | -48.3% | -15.6% |
| 3Y | -7.1% | +156.6% | -163.8% | -28.0% |
| All | -2.0% | +150.5% | -152.4% | -29.0% |
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