-54.8%
CSGP vs LTH
+79.8%
-134.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.5% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | +2.8% | +15.7% | -12.8% | +0.8% |
| 3M | -6.3% | +5.0% | -11.3% | -7.2% |
| 6M | -3.2% | +37.7% | -40.8% | -7.1% |
| YTD | -54.0% | +75.0% | -129.0% | -58.1% |
| 1Y | -54.8% | +82.6% | -137.5% | -59.6% |
| All | -54.8% | +79.8% | -134.6% | -59.6% |
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 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