-65.0%
CSGP vs LTH
+184.4%
-249.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.4% |
| 7D | +1.3% | +4.5% | -3.2% | +0.1% |
| 30D | +10.7% | +16.3% | -5.7% | +6.7% |
| 3M | +3.3% | +8.4% | -5.1% | +1.0% |
| 6M | -10.3% | +40.3% | -50.6% | -18.0% |
| YTD | -54.6% | +77.3% | -131.8% | -61.2% |
| 1Y | -54.6% | +88.0% | -142.6% | -61.8% |
| 3Y | -60.3% | +274.3% | -334.6% | -72.9% |
| 5Y | -63.3% | +142.9% | -206.2% | -75.3% |
| All | -65.0% | +184.4% | -249.3% | -75.6% |
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