-53.5%
CSGP vs LTH
+83.5%
-137.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.7% | +2.3% |
| 7D | -1.8% | +7.0% | -8.8% | -2.8% |
| 30D | +5.3% | +15.4% | -10.1% | +3.1% |
| 3M | +3.3% | +7.0% | -3.7% | +2.0% |
| 6M | -4.7% | +46.9% | -51.5% | -9.9% |
| YTD | -53.5% | +76.4% | -130.0% | -57.9% |
| All | -53.5% | +83.5% | -137.0% | -59.1% |
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 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