+33.2%
CP vs LTH
+79.8%
-46.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.6% | -0.9% |
| 7D | +2.1% | -1.3% | +3.4% | +2.3% |
| 30D | +9.3% | +15.7% | -6.3% | +6.3% |
| 3M | +0.5% | +5.0% | -4.5% | -0.6% |
| 6M | +10.4% | +37.7% | -27.3% | +3.7% |
| YTD | +28.7% | +75.0% | -46.3% | +14.5% |
| 1Y | +33.2% | +82.6% | -49.5% | +17.3% |
| All | +33.2% | +79.8% | -46.6% | +17.3% |
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