+34.7%
CMS vs LTH
+142.9%
-108.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.4% |
| 3M | -2.1% | +8.4% | -10.4% | -2.6% |
| 6M | -5.1% | +40.3% | -45.4% | -6.9% |
| YTD | +1.3% | +77.3% | -76.0% | -2.2% |
| 1Y | -1.4% | +88.0% | -89.3% | -5.1% |
| 3Y | +36.9% | +274.3% | -237.3% | +24.9% |
| All | +34.7% | +142.9% | -108.2% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling