+37.4%
CMI vs LTH
+45.2%
-7.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.7% | -4.0% | +3.3% | +0.2% |
| 30D | -12.4% | -5.3% | -7.1% | -11.4% |
| 3M | -14.8% | +19.0% | -33.8% | -19.7% |
| 6M | +0.8% | +55.8% | -55.0% | -12.1% |
| YTD | +10.2% | +56.1% | -45.9% | -3.0% |
| 1Y | +37.4% | +41.3% | -3.8% | +29.0% |
| All | +37.4% | +45.2% | -7.7% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling