+1,339.7%
CRS vs LTH
+152.0%
+1,187.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.5% |
| 7D | -0.5% | -4.0% | +3.5% | +0.7% |
| 30D | -18.1% | -1.7% | -16.4% | -17.8% |
| 3M | -12.4% | +28.0% | -40.4% | -19.4% |
| 6M | +15.9% | +54.1% | -38.1% | -0.1% |
| YTD | +45.8% | +57.1% | -11.2% | +24.0% |
| 1Y | +87.8% | +45.8% | +42.0% | +63.1% |
| 3Y | +648.7% | +157.6% | +491.2% | +437.6% |
| All | +1,339.7% | +152.0% | +1,187.8% | +874.5% |
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 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