-29.4%
CRS vs LTH
+40.2%
-69.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.4% | -1.6% |
| 7D | +7.4% | -4.6% | +12.0% | +7.6% |
| 30D | -21.2% | +14.8% | -36.0% | -21.5% |
| 3M | -43.3% | +3.9% | -47.2% | -42.9% |
| 6M | -29.4% | +35.5% | -64.9% | -32.1% |
| All | -29.4% | +40.2% | -69.6% | -32.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling