-8.2%
CRM vs LTH
+150.5%
-158.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -4.4% | -4.0% | -0.4% | -3.5% |
| 30D | +28.1% | -5.3% | +33.4% | +29.6% |
| 3M | +48.8% | +19.0% | +29.8% | +42.6% |
| 6M | +28.3% | +55.8% | -27.5% | +13.4% |
| YTD | -6.0% | +56.1% | -62.1% | -17.2% |
| 1Y | +1.4% | +41.3% | -39.8% | -8.5% |
| 3Y | +11.8% | +156.6% | -144.8% | -16.9% |
| All | -8.2% | +150.5% | -158.7% | -36.3% |
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 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