+1,340.1%
CRS vs LTH
+156.3%
+1,183.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.8% | -3.0% |
| 7D | -3.1% | +1.5% | -4.6% | -3.6% |
| 30D | -19.6% | -3.1% | -16.6% | -19.0% |
| 3M | -8.1% | +28.1% | -36.2% | -15.4% |
| 6M | +18.6% | +67.4% | -48.8% | -0.5% |
| YTD | +45.9% | +59.8% | -13.9% | +23.4% |
| 1Y | +82.5% | +45.6% | +36.9% | +58.6% |
| 3Y | +648.9% | +162.0% | +486.9% | +434.9% |
| All | +1,340.1% | +156.3% | +1,183.8% | +869.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling