+40.5%
CSCO vs LTH
+77.7%
-37.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.4% |
| 7D | +6.6% | -4.6% | +11.2% | +6.7% |
| 30D | -11.3% | +14.8% | -26.2% | -11.7% |
| 3M | -17.3% | +3.9% | -21.3% | -17.6% |
| 6M | +3.5% | +35.5% | -32.0% | +2.6% |
| YTD | +34.9% | +71.3% | -36.5% | +34.3% |
| 1Y | +40.5% | +75.7% | -35.2% | +40.4% |
| All | +40.5% | +77.7% | -37.2% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling