-0.8%
CMG vs LTH
+186.8%
-187.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | +20.5% | +17.7% | +2.8% | +16.0% |
| 3M | +14.5% | +8.5% | +6.0% | +12.3% |
| 6M | +14.8% | +46.9% | -32.2% | +4.3% |
| YTD | -1.0% | +78.8% | -79.8% | -14.8% |
| 1Y | +22.9% | +84.9% | -62.0% | +4.9% |
| 3Y | -13.6% | +246.4% | -260.0% | -37.4% |
| 5Y | +0.9% | +129.6% | -128.7% | -28.0% |
| All | -0.8% | +186.8% | -187.6% | -30.4% |
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