+34.5%
CMS vs LTH
+184.4%
-149.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -0.5% | +4.5% | -5.0% | -0.8% |
| 30D | +7.2% | +16.3% | -9.2% | +6.2% |
| 3M | -1.3% | +8.4% | -9.6% | -1.8% |
| 6M | -4.3% | +40.3% | -44.6% | -6.2% |
| YTD | +2.1% | +77.3% | -75.2% | -1.5% |
| 1Y | -0.6% | +88.0% | -88.5% | -4.4% |
| 3Y | +38.0% | +274.3% | -236.2% | +25.7% |
| 5Y | +33.6% | +142.9% | -109.3% | +17.2% |
| All | +34.5% | +184.4% | -149.9% | +16.6% |
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