+629.1%
CRS vs LTH
+155.4%
+473.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.5% |
| 6M | +15.9% | +54.1% | -38.1% | -0.3% |
| YTD | +45.8% | +57.1% | -11.2% | +23.5% |
| 1Y | +87.8% | +45.8% | +42.0% | +62.8% |
| All | +629.1% | +155.4% | +473.7% | +465.2% |
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 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