+111.9%
CRH vs LTH
+150.3%
-38.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.7% |
| 7D | -4.8% | -3.7% | -1.0% | -3.8% |
| 30D | -13.1% | -5.3% | -7.8% | -12.0% |
| 3M | -12.0% | +24.2% | -36.2% | -16.6% |
| 6M | -16.9% | +54.8% | -71.7% | -25.9% |
| YTD | -29.0% | +56.1% | -85.0% | -36.9% |
| 1Y | -20.3% | +45.5% | -65.9% | -28.1% |
| 3Y | +69.2% | +155.9% | -86.6% | +31.3% |
| All | +111.9% | +150.3% | -38.4% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling