-7.6%
CMG vs LTH
+155.4%
-162.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.2% |
| 7D | -6.5% | -4.0% | -2.5% | -5.8% |
| 30D | +12.1% | -1.7% | +13.8% | +12.4% |
| 3M | +20.6% | +28.0% | -7.4% | +14.6% |
| 6M | +2.1% | +54.1% | -52.0% | -6.9% |
| YTD | -2.6% | +57.1% | -59.7% | -11.7% |
| 1Y | -8.7% | +45.8% | -54.5% | -16.2% |
| All | -7.6% | +155.4% | -162.9% | -17.1% |
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