+0.1%
CMG vs LTH
+160.9%
-160.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | +7.1% | -4.6% | +11.7% | +8.2% |
| 3M | +31.2% | +32.8% | -1.7% | +22.2% |
| 6M | +0.7% | +64.6% | -63.9% | -11.5% |
| YTD | -0.1% | +62.6% | -62.7% | -12.1% |
| 1Y | -10.7% | +49.9% | -60.7% | -20.0% |
| 3Y | -4.7% | +151.3% | -156.0% | -25.6% |
| All | +0.1% | +160.9% | -160.8% | -28.2% |
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 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