+36.9%
CMS vs LTH
+268.4%
-231.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | -1.3% | +4.5% | -5.8% | -1.6% |
| 30D | +6.3% | +16.3% | -10.0% | +5.2% |
| 3M | -2.1% | +8.4% | -10.4% | -2.6% |
| 6M | -5.1% | +40.3% | -45.4% | -7.1% |
| YTD | +1.3% | +77.3% | -76.0% | -2.5% |
| 1Y | -1.4% | +88.0% | -89.3% | -5.5% |
| 3Y | +36.9% | +274.3% | -237.3% | +15.0% |
| All | +36.9% | +268.4% | -231.5% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling