+40.4%
CP vs LTH
+184.4%
-144.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | +2.8% | +4.5% | -1.7% | +2.0% |
| 30D | +10.2% | +16.3% | -6.1% | +7.5% |
| 3M | +2.4% | +8.4% | -6.0% | +0.9% |
| 6M | +7.7% | +40.3% | -32.6% | +1.7% |
| YTD | +26.0% | +77.3% | -51.3% | +14.2% |
| 1Y | +34.6% | +88.0% | -53.3% | +20.9% |
| 3Y | +26.7% | +274.3% | -247.6% | +0.7% |
| 5Y | +24.9% | +142.9% | -118.0% | -1.1% |
| All | +40.4% | +184.4% | -144.0% | +12.6% |
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