-63.2%
CSGP vs LTH
+188.2%
-251.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +13.9% | +5.3% | +8.6% | +12.4% |
| 30D | +16.0% | +18.3% | -2.3% | +11.4% |
| 3M | +6.1% | +5.4% | +0.7% | +4.5% |
| 6M | -8.2% | +62.5% | -70.7% | -19.4% |
| YTD | -52.3% | +79.6% | -132.0% | -59.4% |
| 1Y | -54.5% | +88.1% | -142.6% | -61.7% |
| 3Y | -58.6% | +272.5% | -331.0% | -71.6% |
| 5Y | -61.5% | +146.1% | -207.6% | -74.2% |
| All | -63.2% | +188.2% | -251.4% | -74.5% |
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