+34.0%
CMS vs LTH
+145.7%
-111.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.3% |
| 7D | +0.5% | +6.4% | -5.9% | +0.1% |
| 30D | +7.4% | +16.7% | -9.3% | +6.4% |
| 3M | +1.9% | +11.7% | -9.8% | +1.2% |
| 6M | -2.3% | +48.5% | -50.8% | -4.5% |
| YTD | +3.0% | +78.4% | -75.4% | -0.6% |
| 1Y | -2.8% | +89.7% | -92.5% | -6.5% |
| 3Y | +37.9% | +245.6% | -207.7% | +26.4% |
| 5Y | +34.0% | +142.7% | -108.7% | +17.8% |
| All | +34.0% | +145.7% | -111.7% | +17.8% |
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