-7.7%
CRM vs LTH
+156.3%
-164.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.5% |
| 7D | -3.5% | +1.5% | -5.0% | -3.8% |
| 30D | +29.3% | -3.1% | +32.3% | +29.9% |
| 3M | +36.8% | +28.1% | +8.7% | +28.8% |
| 6M | +23.9% | +67.4% | -43.5% | +7.5% |
| YTD | -5.5% | +59.8% | -65.3% | -17.2% |
| 1Y | -0.4% | +45.6% | -46.0% | -10.8% |
| 3Y | +12.8% | +162.0% | -149.2% | -16.6% |
| All | -7.7% | +156.3% | -164.0% | -36.2% |
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