-61.9%
CSGP vs LTH
+253.6%
-315.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -3.2% | +6.4% | -9.6% | -4.4% |
| 30D | +2.2% | +16.7% | -14.5% | -1.0% |
| 3M | -3.7% | +11.7% | -15.3% | -6.0% |
| 6M | -7.4% | +48.5% | -56.0% | -15.1% |
| YTD | -54.9% | +78.4% | -133.3% | -60.6% |
| 1Y | -54.9% | +89.7% | -144.6% | -61.2% |
| 3Y | -61.9% | +245.6% | -307.5% | -71.3% |
| All | -61.9% | +253.6% | -315.5% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling