+162.6%
CMI vs LTH
+150.3%
+12.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | +0.8% | -3.7% | +4.6% | +1.6% |
| 30D | -12.8% | -5.3% | -7.5% | -11.8% |
| 3M | -12.4% | +24.2% | -36.6% | -16.9% |
| 6M | -0.9% | +54.8% | -55.7% | -10.5% |
| YTD | +8.9% | +56.1% | -47.2% | -2.0% |
| 1Y | +37.7% | +45.5% | -7.8% | +25.5% |
| 3Y | +148.9% | +155.9% | -7.0% | +99.6% |
| All | +162.6% | +150.3% | +12.3% | +103.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling