+167.8%
CMI vs LTH
+160.9%
+6.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.7% | -0.6% | -0.1% | -0.6% |
| 30D | -13.4% | -4.6% | -8.9% | -12.7% |
| 3M | -17.0% | +32.8% | -49.8% | -22.4% |
| 6M | -1.6% | +64.6% | -66.3% | -12.4% |
| YTD | +11.0% | +62.6% | -51.7% | -0.9% |
| 1Y | +41.9% | +49.9% | -8.0% | +28.5% |
| 3Y | +151.8% | +151.3% | +0.5% | +102.6% |
| All | +167.8% | +160.9% | +6.9% | +105.3% |
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