+114.0%
CRH vs LTH
+150.5%
-36.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -6.1% | -4.0% | -2.1% | -5.1% |
| 30D | -9.3% | -5.3% | -4.0% | -8.1% |
| 3M | -15.2% | +19.0% | -34.2% | -18.9% |
| 6M | -14.2% | +55.8% | -70.0% | -23.6% |
| YTD | -28.3% | +56.1% | -84.4% | -36.2% |
| 1Y | -21.8% | +41.3% | -63.0% | -28.9% |
| 3Y | +71.6% | +156.6% | -85.0% | +33.1% |
| All | +114.0% | +150.5% | -36.4% | +61.1% |
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