+9.7%
CRM vs LTH
+153.7%
-144.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -8.1% | -3.7% | -4.4% | -7.6% |
| 30D | +23.1% | -5.3% | +28.4% | +23.8% |
| 3M | +42.5% | +24.2% | +18.3% | +38.6% |
| 6M | +25.3% | +54.8% | -29.5% | +16.7% |
| YTD | -7.8% | +56.1% | -63.9% | -14.4% |
| 1Y | +1.0% | +45.5% | -44.5% | -5.1% |
| All | +9.7% | +153.7% | -144.0% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling