+234.3%
CRWD vs LTH
+150.3%
+84.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.7% |
| 7D | -2.8% | -3.7% | +0.9% | -1.8% |
| 30D | -5.9% | -5.3% | -0.6% | -4.6% |
| 3M | +29.0% | +24.2% | +4.8% | +20.2% |
| 6M | +91.5% | +54.8% | +36.6% | +64.7% |
| YTD | +78.2% | +56.1% | +22.2% | +52.5% |
| 1Y | +96.6% | +45.5% | +51.1% | +71.3% |
| 3Y | +397.0% | +155.9% | +241.1% | +256.4% |
| All | +234.3% | +150.3% | +84.0% | +134.2% |
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 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