+32.0%
CMS vs LTH
+160.9%
-128.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -3.6% | -4.6% | +1.0% | -3.4% |
| 3M | -1.9% | +32.8% | -34.7% | -3.5% |
| 6M | -11.0% | +64.6% | -75.6% | -13.6% |
| YTD | +0.2% | +62.6% | -62.4% | -2.8% |
| 1Y | -1.3% | +49.9% | -51.3% | -3.8% |
| 3Y | +35.9% | +151.3% | -115.4% | +26.3% |
| All | +32.0% | +160.9% | -128.9% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling