-4.0%
CMS vs LTH
+90.2%
-94.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.1% |
| 30D | +6.6% | +17.7% | -11.1% | +5.8% |
| 3M | +0.8% | +8.5% | -7.7% | +0.3% |
| 6M | -3.3% | +46.9% | -50.3% | -3.5% |
| YTD | +2.7% | +78.8% | -76.1% | +0.9% |
| 1Y | -4.0% | +84.9% | -88.9% | -6.5% |
| All | -4.0% | +90.2% | -94.2% | -6.5% |
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