+1,298.7%
CRDO vs LTH
+167.9%
+1,130.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.5% | -4.0% | -0.5% | -2.9% |
| 30D | -39.2% | -5.3% | -33.9% | -38.2% |
| 3M | -38.5% | +19.0% | -57.5% | -43.9% |
| 6M | +40.6% | +55.8% | -15.2% | +13.6% |
| YTD | +13.2% | +56.1% | -42.9% | -9.3% |
| 1Y | +2.3% | +41.3% | -39.0% | -15.1% |
| 3Y | +942.5% | +156.6% | +785.9% | +577.5% |
| All | +1,298.7% | +167.9% | +1,130.8% | +704.3% |
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 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